Intolerance of uncertainty (IU) has been identified as a transdiagnostic vulnerability factor, closely linked to a range of psychological difficulties. Although worry is considered the core mechanism through which IU has its impact, less is known about how family-level processes shape this pathway. Family functioning, which reflects the quality of communication, support, and problem-solving within the family system, may influence whether worry escalates into depressive symptoms. The present study examined how family functioning moderates the pathway from IU to depression through worry. A total of 520 adults completed validated self-report scales assessing IU, worry, depressive symptoms, and family functioning. Data were analyzed using Hayes' PROCESS macro. Results indicated that IU did not directly predict depressive symptoms; rather, its effect was mediated by worry. Higher IU was associated with greater worry. This in turn was linked to elevated depressive symptoms. Family functioning moderated both stages of this indirect pathway, showing a dual pattern. Specifically, the association between IU and worry was stronger at higher levels of family functioning, suggesting that well-functioning family contexts may contribute to heightened anxiety when facing uncertainty. In contrast, family functioning weakened the association between worry and depressive symptoms, indicating a buffering effect against the progression of worry into depressive outcomes. These findings highlight the dual role of family functioning. It can operate as a vulnerability factor by strengthening the impact of uncertainty on worry and as a protective factor by reducing the influence of worry on depressive symptoms. This dual pattern provides novel evidence that family processes are not uniformly beneficial or harmful but show context-dependent influences across different stages of psychological pathways. The study emphasizes the complexity of family influences on mental health, with implications for both theory and clinical practice.