This article presents a scale that measures chronic individual differences in people's uncertainty about their ability to understand and detect cause-and-effect relationships in the social world: the Causal Uncertainty Scale (CUS). The results of Study 1 indicated that the scale has good internal and adequate test-retest reliability. Additionally, the results of a factor analysis suggested that the scale appears to be tapping a single construct. Study 2 examined the convergent and discriminant validity of the scale, and Studies 3 and 4 examined the predictive and incremental validity of the scale. The importance of the CUS to work on depressives' social information processing and for basic research and theory on human social judgment processes is discussed.