Posttraumatic stress disorder (PTSD) is a major health concern among veterans, specifically African American veterans, and is commonly comorbid with other negative mental health outcomes including substance use disorders (SUD) and symptoms of depression. The current study examined intolerance of uncertainty as a mediator of the relationship between PTSD and depression symptoms in a sample of African American veterans with a dual diagnosis of PTSD and SUD. Participants included 113 African American veterans who were in treatment for PTSD and SUD at a Veterans Affairs Medical Center. Five mediation analyses were conducted to examine the mediational effect of intolerance of uncertainty on the relationship between PTSD symptom clusters (i.e., total, hyperarousal, numbness, avoidance, and intrusion) and depression symptoms. Findings indicated that intolerance of uncertainty mediated the relationship between four of the five mediation models (i.e., total symptoms, hyperarousal, numbness, and intrusion). These results imply that for African American veterans, higher levels of certain PTSD symptoms were associated with higher levels of intolerance of uncertainty, which in turn were related to increased levels of depression symptoms.