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Background: Although personality trait models have become consolidated as the hegemonic taxonomical models for describing personality and provide excellent capacity for predicting variables of psychological interest (i.e., mental disorders), there are still important gaps in our knowledge aboutwhypersonality traits predict those variables. We hypothesised that intolerance of uncertainty, anxiety sensitivity and metacognition may partially give an answer to thatwhy. Method: We analysed: (1) the relationship between those three variables and the five dimensions of the Big Five model (n= 914; 51.7% women) in Study 1, and (2) the relationship between those variables and neuroticism facets (n= 656; 55.7% women) in Study 2. Results: Intolerance of uncertainty was statistically related to the dimensions of neuroticism, extraversion, and agreeableness, while anxiety sensitivity also proved to be related to neuroticism. Both variables were related to the six facets of the neuroticism dimension (with the exception of the impulsivity facet for intolerance of uncertainty). Metacognition showed no significant relationship with any of the personality dimensions. Conclusions: The current work sheds some light on thewhyunderlying the potential relationships between personality traits and relevant behaviours, with intolerance of uncertainty and anxiety sensitivity being particularly important, especially concerning the neuroticism dimension.