This study investigates uncertainty avoidance of ethnic groups differentiated by age and gender. A total of 5,126 respondents, including 11 different ethnic groups (from Europe and Asia), participated in an online survey. The findings support that women were more uncertainty avoidant than men in five ethnic groups, namely, Bulgarian, French, Dutch, Japanese, and Chinese. The opposite was seen for the Spanish and Vietnamese ethnic groups in which the women were more uncertainty tolerant. These gender differences were independent of age. The study points out the importance of self-categorization as an indicator of ethnic groups. This type of ethnic identification is related to the commonly used cultural dimension of uncertainty avoidance.