The study of the psychological state of a modern transitive society requires clarification of the attitude to the uncertainty of students. The study determined the severity of a number of aspects of the attitude to uncertainty: tolerance and intolerance to uncertainty, risk-taking, dispositional optimism (in relation to the future) and satisfaction with life in the present. It was attended by teenagers studying in the 8th grade (14 years old, 80 people), high school students graduating from the 11th grade (17 years old, 80 people), students studying at the 2–3 courses of the university (20 years old, 77 people). The scales of tolerance and intolerance to uncertainty of S. Budner’s questionnaire, the scale of risk acceptance of D. A. Leontiev’s Test, the Test of dispositional optimism of M. Scheier, C. Carver and M. Bridges, the Scale of life satisfaction of E. Diner. It is shown that tolerance and intolerance to uncertainty in students of different ages and at different levels of education are expressed in almost equal (average) degree. The strongest link in a positive attitude to uncertainty is risk-taking, the weakest is dispositional optimism. The highest indicators of attitude to uncertainty were recorded among students.