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PurposeThis study investigated the relationships among intolerance of uncertainty (IU), social anxiety (SA), rumination, and pessimistic explanatory style (PES) in a sample of college students.MethodsQuestionnaires were completed by 533 college students.ResultsRumination partially mediated the relationship between IU and SA, and PES plays an important role in moderating the direct path (IU→SA) and the first part of the mediation process. When the PES is low, IU predicts SA less strongly but is related to rumination. Conversely, IU in individuals with a high PES predicts SA more directly.ConclusionRumination plays a mediating role between IU and SA, and the PES moderates the direct path and the first stage of the mediation model.