AbstractObjectivesAs the threat of climate change continues to grow, bolstering individual‐level support for climate change initiatives is crucial. More research is needed to better understand how individual difference factors, such as climate change anxiety and intolerance of uncertainty (IU), may shape how people perceive climate change and respond to climate change messaging. To date, the majority of published studies have not taken these individual difference factors into consideration, and IU has been particularly neglected in the climate change literature. This study examined the independent effects of climate change anxiety and IU on three climate change‐related outcomes: climate‐related distress, support for climate change policies, and behavioural engagement.MethodsParticipants were Florida residents (N = 441) who completed an online survey, including measures of climate change anxiety and IU. Participants then watched a video describing climate change consequences and completed three outcome measures: post‐video distress, climate change policy support, and behavioural engagement.ResultsControlling for demographic covariates, both climate change anxiety (β = .43, p < .001) and IU (β = .27, p < .001) were associated with greater post‐video distress, but only IU independently predicted greater policy support (β = .10, p = .034) and behavioural engagement (β = .12, p = .017).ConclusionsOur findings suggest that IU may be an important factor in promoting pro‐environmental behaviour and policy support, but climate change anxiety may increase emotional distress without boosting meaningful behaviours or support. Our findings highlight the potential influence of cognitive factors on climate change engagement and suggest that invoking uncertainty rather than anxiety may be more effective in catalysing effective environmental engagement.