Although depression has been associated with both uncertainty about the causes of events and certainty that negative events will happen, little is known about the relationship between these two types of certainty-related beliefs. A six-week prospective study assessed the concurrent and longitudinal relationships among causal uncertainty, depressive predictive certainty, uncontrollability, and depressive symptomatology. Causal uncertainty and depressive predictive certainty were not related either concurrently or longitudinally. Depressive predictive certainty was associated with increases in depressive symptomatology over time, and causal uncertainty was shown to be a concomitant of depression. Perceptions of uncontrollability were found to be an antecedent of causal uncertainty as well as a consequence of both causal uncertainty and depression. Uncontrollability, however, was not related to depressive predictive certainty. Implications of these results for models of causal uncertainty and hopelessness depression are examined.