Intolerance of uncertainty (IU) represents a transdiagnostic risk factor for internalizing psychopathology. However, little is known regarding its psychophysiological correlates. IU is thought to render individuals hypersensitive to threatening events, even if the occurrence probability is low. To test this, we recruited 90 students who completed two NPU-threat tests separating temporal unpredictability from probabilistic unpredictability (i.e., probability of occurrence): First, a NPU version in which the timing of threat (i.e., shock) was either predictable or unpredictable but the shock probability was 100 % in each trial. Second, a probabilistic NPU version in which the timing of the shock was also either predictable or unpredictable, but the shock probability was 33 % in each trial. Startle reflex, event-related potentials N1 and P3 locked to auditory startle probes, and anxiety ratings were analyzed. As expected, temporally unpredictable threat modulated startle, N1, and anxiety ratings. IU predicted increased startle to lower shock probability, regardless of the temporal predictability. No evidence emerged for IU affecting N1 or P3. However, IU predicted anxiety ratings to threat conditions regardless of temporal or probabilistic predictability. Individual differences in IU shape startle responses to eventual threat: IU increases automatic defensive responding to unpredictable and potentially threatening situations if the threat probability is low. Individuals with higher IU may tend to “err on the side of caution” with a mismatch between physiological preparation and threat probability, such that the effects of IU are particularly observable in low threat probability conditions.