This study explored the interrelationship between intolerance of uncertainty, sensory hyper-sensitivity and anxiety in Williams syndrome (WS). Thirty-two parents or guardians of individuals with WS (Mage = 24.76 years, SD = 7.55) were included. Associations between anxiety, intolerance of uncertainty, sensory hyper-sensitivity, and ASD symptoms were assessed. Linear regression analysis revealed that intolerance of uncertainty and sensory hyper-sensitivity were unique independent predictors of anxiety, while social communication score was not. There was evidence of a mediating effect of sensory hyper-sensitivity on the relationship between intolerance of uncertainty and anxiety. These findings bear strong resemblance to the pattern seen in ASD and emphasize the need for development of anxiety interventions that attempt to reduce negative beliefs about unpredictable situations in WS.