© 2021, The Author(s), under exclusive licence to Springer Science+Business Media, LLC part of Springer Nature.The COVID-19 pandemic has greatly affected the mental health of individuals due to severe changes in their normal life routines. These changes might give rise to stress-induced factors and result in developing maladaptive behaviors. Therefore, the present study tested an explorative sequential mediation model regarding the COVID-19 pandemic as a global natural experiment and hypothesized that fear and depression would be serial mediators of the relationship between intolerance of uncertainty and emotional eating. An online cross-sectional survey with convenience sampling was adopted. A total of 362 participants were recruited from Turkey, and each completed a battery of demographic questions and psychometric scales. The standardized instruments used to test the model’s constructs were the Intolerance of Uncertainty Scale, Fear of COVID-19 Scale, Hospital Anxiety and Depression Scale, and Three-Factor Eating Questionnaire-R21. The model was tested using a bootstrapping method utilizing IBM AMOS 24 software. Results showed that emotional eating was positively associated with intolerance of uncertainty, fear of COVID-19, and depression. Moreover, fear of COVID-19 had positive correlation with intolerance of uncertainty and depression. Significant negative association was also found between age and intolerance of uncertainty. In addition, females significantly reported higher levels of emotional eating and fear of COVID-19 than males. The study’s hypothesized sequential mediation model was further supported. It is concluded that depression most likely developed by fear was triggered by intolerance of uncertainty during the COVID-19 pandemic and leading to emotional eating. The study is significant because it advances theories of emotional eating with an investigation examining some of its underlying mechanisms. Also, it is one of a few research studies highlighting to what extent the COVID-19 pandemic-related cognitions and emotions are associated with maladaptive behaviors in the case of emotional eating.