Individuals differ in the extent to which they respond negatively to uncertainty. Although some individuals feel little discomfort when facing the unknown, those high in neuroticism find it aversive. We examined neurophysiological responses to uncertainty using an event-related potential framework. Participants completed a time-estimation task while their neural activity was recorded via electroencephalography. The feedback-related negativity (FRN), an evoked potential that peaks approximately 250 ms after the receipt of feedback information, was examined under conditions of positive, negative, and uncertain feedback. The magnitude of these responses was then analyzed in relation to individual differences in neuroticism. As expected, a larger FRN was observed after negative feedback than after positive feedback for all participants. For individuals who scored highly on trait neuroticism, however, uncertain feedback produced a larger neural response than did negative feedback. These results are discussed in terms of affective responses to uncertainty among neurotic individuals.