Uncertainty has a negative reputation. Not knowing what has happened or is going to happen is typically depicted as undesirable, and people often seek to minimize and avoid it. Research has shown that having a negative attitude toward uncertainty is associated with poor mental health and that certainty seeking can lead to accepting meager rewards and low-quality information. As a remedy for negative views of uncertainty, the present review discusses the functions of some typical responses to uncertainty as well as research on circumstances in which uncertainty can be leveraged to improve well-being. Uncertainty can focus attention, increase effort, and increase the intensity and duration of positive effect. Recognizing that there are situations in which uncertainty is desirable may be a first step toward improving attitudes toward uncertainty.