A 5 year, ten wave longitudinal study of 338 adolescents assessed the association between two forms of cognitive vulnerability (intolerance of uncertainty and fear of anxiety) and worry. Multilevel mediational analyses revealed a bidirectional and reciprocal relation between intolerance of uncertainty and worry in which change in one variable partially explained change in the other. Fear of anxiety and worry also showed evidence of a bidirectional relation, although change in fear of anxiety had a much weaker mediational effect on change in worry than vice versa. The findings show that relative to fear of anxiety, intolerance of uncertainty may play a greater role in the etiology of worry in adolescents.