Anxiety and uncertainty are common during pandemics. The present study extended previous pandemic research by investigating the role of two transdiagnostic risk factors - anxiety sensitivity (AS: fear of physiological anxiety or "fear of fear"; Reiss & McNally, 1985) and intolerance of uncertainty (IU; Buhr & Dugas, 2009) - in explaining relations between mental distress symptoms and behavioural responding during the COVID-19 pandemic. Student and community-based participants (N=457; 87.6% female) were recruited between May and July 2020 to complete measures of anxiety (health, panic, general), depression, and stress. Anxiety and related symptoms were found to be higher than in previous studies. Parallel mediation analyses showed that clinically meaningful levels of mental distress symptoms directly influenced safety behaviours and medical care utilization but also indirectly influenced the latter (vs. former) through AS-physical concerns (vs. IU). CBT interventions, targeting AS-physical concerns, may reduce mental distress symptoms during pandemic and prevent overuse of healthcare.