With an increasingly ageing global population, more people are presenting with concerns about their cognitive function, but not all have an underlying neurodegenerative diagnosis. Subjective cognitive impairment (SCI) is a common condition describing self-reported deficits in cognition without objective evidence of cognitive impairment. Many individuals with SCI suffer from depression and anxiety, which have been hypothesised to account for their cognitive complaints. Despite this association between SCI and affective features, the cognitive and brain mechanisms underlying SCI are poorly understood. Here, we show that people with SCI are hyperreactive to uncertainty and that this might be a key mechanism accounting for their affective burden. Twenty-seven individuals with SCI performed an information sampling task, where they could actively gather information prior to decisions. Across different conditions, SCI participants sampled faster and obtained more information than matched controls to resolve uncertainty. Remarkably, despite their 'urgent' sampling behaviour, SCI participants were able to maintain their efficiency. Hyperreactivity to uncertainty indexed by this sampling behaviour correlated with the severity of affective burden including depression and anxiety. Analysis of MRI resting functional connectivity revealed that SCI participants had stronger insular-hippocampal connectivity compared to controls, which also correlated with faster sampling. These results suggest that altered uncertainty processing is a key mechanism underlying the psycho-cognitive manifestations in SCI and implicate a specific brain network target for future treatment.