This study developed an Adolescents' Uncertainty Scale (AUS), with the aim of understanding individual differences in uncertainty among adolescents. In the pretest phase, 507 ninth-grade students were recruited. After exploratory factor analyses, a 25-item AUS with four dimensions--irresoluteness, instability, lack of self-knowledge, and uncertainty of future--was obtained. During the formal testing phase, 3106 ninth grade students were recruited. The internal consistency reliability of the subscales was between 0.85 and 0.90, and the overall reliability was 0.95. Confirmatory factor analysis also indicated that the four-dimension model had acceptable internal validity. To assess external validity, 1967 ninth-grade students were recruited. Gathering the data of students' test anxiety and academic achievement, the results revealed that uncertainty partially mediated the effect of academic achievement on test anxiety, which is in line with the uncertainty-of-stress model (USM). On the basis of the preliminary results, the scale may be used for counseling and by educators.