Pathological worry and generalized anxiety disorder (GAD) have been linked with low distress tolerance (DT), although questions remain including whether this association exists independent of depression and comorbidity, the directionality of the relationship between worry and DT, and DT’s nonredundancy with other worry-relevant variables (i.e., emotional reactivity, stressful life events). Further, it is unclear whether DT is merely a correlate of excessive worry or acts as a risk factor for its development. Two independent studies were completed to evaluate these questions. In Study 1, DT was examined in patients with GAD and healthy controls. In Study 2, a nonclinical sample completed baseline measures of DT, negative affect, and worry, as well as daily assessments of these constructs and stressors for 1 month. In Study 1, lower DT was associated with GAD diagnosis and greater worry symptoms independent of extent of comorbidity and depressive symptoms. In Study 2, lower baseline DT predicted unique variance in daily worry and increases in worry over time, whereas baseline worry did not predict daily DT or decreases in DT 1 month later. Findings suggest that low DT plays a role in excessive worry independent of relevant covariates (i.e., comorbidity, emotional reactivity, stressful life events) and that this relationship is unidirectional. Further, preliminary evidence indicates that low DT may be an overall risk factor for the development of worry, particularly during periods of romantic stress, although further research and replication is required.