Objective We examined whether individuals use alcohol in order to cope with causal uncertainty (i.e., doubt about the causes of events). We predicted that higher levels of causal uncertainty would be associated with stronger coping motives, which, in turn, would predict more problems with alcohol. We also examined age as a moderator, with the expectation that stronger associations would be found among younger adults. Method Two hundred sixty-three adults who drank alcohol at least occasionally completed questionnaires assessing causal uncertainty, correlates of causal uncertainty, motives for drinking, alcohol consumption, and alcohol-related problems. Results Moderated mediation analyses revealed that among younger adults, causal uncertainty had a significant indirect effect on problems with alcohol through coping with depression and enhancement motives. Among older adults, there were no significant associations between causal uncertainty and alcohol motives or problems. The effect via the coping with depression motive held even after controlling for alcohol consumption and the major cognitive and affective correlates of causal uncertainty, whereas the effect via the enhancement motive became nonsignificant. Conclusions Our results are consistent with the idea that younger adults use alcohol to cope with causal uncertainty, putting them at greater risk for alcohol-related problems.