A growing body of research has provided evidence for intolerance of uncertainty (IU)—a dispositional characteristic resulting from negative beliefs about uncertainty and its implications—as a possible transdiagnostic maintaining factor across a range of anxiety disorders. No studies have yet examined IU in performance anxiety in sport. The purpose of the present investigation, therefore, was to investigate the relationship between IU and performance anxiety in sport. Participants included 160 university athletes (51% female) who completed measures of IU, performance anxiety, and robustness of sport confidence. Regression analyses revealed that the inhibitory dimension of IU and robustness of sport confidence were significant predictors of performance anxiety. A simple mediation model was also tested and suggested indirect and direct effects of inhibitory IU on performance anxiety symptoms through robustness of sport confidence. Implications of these findings for researchers and practitioners and directions for future research are discussed.