The article is devoted to the problem of the tolerance to uncertainty (hereinafter TU) as a psychological construct. Since today the concept of TU is applied in a very broad sense, it becomes necessary to narrow the boundaries of this concept. The need for a narrow understanding of the concept of TU arises in the context of interdisciplinary research, namely: the neuropsychological correlates of TU. To ensure a correct understanding of the term TU, we used sources related to the field of philosophy; by means of this sources ways of dealing with situations of uncertainty and ways of thinking of uncertain incentives are analyzed. Moving further we provide an overview of the evolution of the term TH in psychological sources. The study of TU began with research of an authoritarian personality as a vivid manifestation of intolerance to uncertainty. Further development of the problem shifts the attention to the study of uncertain incentives. Later, scientists focus on TU as a cognitive feature. Approaches that consider TU in the phenomenological dimension (as properties of experience) also become topical. And attempts to regard TU as a concept derived from the broader term “tolerance” also have not to be omitted. At the same time, approaches that define TU as a social setting are being developed. Separately, attention should be paid to concepts based on empirical studies of the TH construct, which define it through components that can be measured using psychological assessment tools. In addition, there are concepts that consider TU primarily in the existential and value dimension. An attempt was made to systematize the components of the TU construct with subsequent comparative analysis. The results of a comparative analysis of the components of TU as a psychological construct are used for operationalization. As a result 13 components have been identified, which can be considered as units of content for the psychological construct of TU. These research activities are designed, above all, to narrow the understanding of the concept of TU in psychological research and enhance further study of this psychological construct. Further research will focus on the study of TU as a neuropsychological construct.