The study was designed to investigate the relationship between uncertainty and state anxiety among psychiatric patients before the closed wards of a psychiatric hospital were relocated to new premises. Patients from four psychiatric departments completed a structured questionnaire a week before, and six weeks after, relocation. Inter-variable relationships were assessed by Pearson correlation coefficients. The participants demonstrated moderate levels of pre-relocation uncertainty and anxiety. A significant correlation was found between anxiety and uncertainty both before and after the relocation. Anxiety after the relocation was significantly lower. There was statistical association between uncertainty and state anxiety. This study highlights the need to prepare patients and provide interventions relieving anxiety and lowering uncertainty before environmentally stressful events, such as relocation to a new building.