Background: Numerous studies among the western population have been demonstrated that the intolerance of uncertainty can cause mental disorders such as OCD, anxiety disorder major depressive disorder. The lack of research in this field among the eastern population, especially the Mongolians, is the basis of our study. Material and Methods The study was designed as a cross-sectional study with a self-report questionnaire and conducted between December 5th and February 5th of 2022. The Intolerance of Uncertainty scale (IUS-12) is for measuring intolerance of uncertainty, Patient health questionnaire (PHQ-9), and Generalized anxiety disorder (GAD-7) were used to measuring mental health among study participants. The present study was undertaken following ethical approval from the MNUMS scientific research ethics committee (approval number: 2021/3-06). Statistical analysis was performed using SPSS version 24. Purpose: The current study was aimed to explore the impact of intolerance of uncertainty on students’ mental health. Results: Total of 3137 students (2440 Chinese, 697 Mongolian), 65.7% of them were female students participated in the current study. The mean score of IUS-12 was 33.53±7.72 among Chinese students, while 38.65±8.48 among Mongolians. This reveals the statistically significant (p=0.003) difference intolerance level between Chinese and Mongolian students. Moreover, Chinese students were less depressed and less anxious than Mongolian students. The anxiety and depression level was directly impacted by the influence of intolerance of uncertainty. Conclusion Chinese students are more tolerant toward uncertainties than Mongolian students. The intolerance of uncertainty causes depression and anxiety, regardless of nationality.