Abstract This study presents the development of the Psychosocial Uncertainty Scale (PS-US), which articulates the perception of uncertainty in the social context and its psychological experience. It was validated with a sample of 1596 students and active professionals (employed and unemployed). By randomly dividing this sample in three subsamples, the following analyses were performed: exploratory factor analysis (sample one: N = 827); preliminary confirmatory factor analysis identifying the final version of the scale (sample two: N = 382); confirmatory factor analysis (sample three: N = 387). Multi-group analysis was used to assess measurement invariance, gender, sociocultural level, and group of origin invariance, by using samples two and three. Group differences were explored with the complete sample through Multiple Indicators and Multiple Causes (MIMIC) Models. Associations between this scale and the Uncertainty response Scale were explored through Structural Equation Modelling. Exploratory and confirmatory analyses' results showed good internal consistency and overall good psychometric qualities. The scale reached full metric invariance across groups, gender, SCL level and group of origin. Results highlight the sensitivity of the scale towards social vulnerability, proving the existence of sociocultural levels' effects on experiences of psychosocial uncertainty within working contexts, relationships and community living and self-defeating beliefs; and gender and students versus professionals' effects on psychosocial uncertainty. Furthermore, the scale associated significantly with Uncertainty Response Scale's dimensions, specifically with emotional uncertainty, which can be considered a self-defeating strategy. Results suggest that emotional coping strategies, are explained by psychosocial uncertainty by 57%, and so, may have social origins.