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Fear of childbirth (FOC) is associated with adverse outcomes, for the expecting woman as well as for her baby. In order to prevent and treat FOC, it is important to understand the psychological processes involved. Two potential key processes are intolerance of uncertainty and pain catastrophizing. The aim of this cross-sectional study was to explore intolerance of uncertainty and pain catastrophizing in pregnant individuals with severe vs. low/moderate FOC, and potential differences between nulliparas and multiparas. The sample of 332 individuals filled out a range of questionnaires, and were categorized as severe (n = 66) and low/moderate (n = 266) FOC. The results showed that participants with severe FOC (Wijma Delivery Expectancy Questionnaire, W-DEQ ≥85) reported higher levels of intolerance of uncertainty and pain catastrophizing than participants with low/moderate FOC. We did not find any significant differences between nulliparas and multiparas. Noteworthy, levels of pain catastrophizing in the severe FOC group were similar to those reported in chronic pain samples. Although we cannot draw any conclusions about causality or direction of proposed links, these findings warrant a need for identifying and developing treatment strategies to target intolerance of uncertainty and pain catastrophizing, in both nulliparas and multiparas with high levels of FOC.