Mental health interventions are severely underutilized for a number of reasons, including high costs and social stigma. An alternative non-stigmatizing method to address many trans-diagnostic psychotherapeutic goals (e.g., psychological flexibility in Hayes, Luoma, Bond, Masuda, & Lillis, 2006; Bermant, 2013) is modern American improvisational theater, which has its roots in the 1920s as a tool for facilitating personal and social development (Steitzer, 2011). It has been suggested that improvisation training may reduce anxiety (Krueger, Murphy, & Bink, 2017; Phillips Sheesley, Pfeffer, & Barish, 2016); however, no prior study has examined the relationship between improvisation trainning and social anxiety. Further, no study has explored whether improvisation promotes tolerance for uncertainty, which has been linked to reduced anxiety and shown to explain variance in social anxiety (Boelen, & Reijntjes, 2009). Further, positive effects on mood have been identified in both improvisation and social interaction treatments (Lewis & Lovatt, 2013). This dissertation aims to empirically test whether improvising might benefit psychological health and explore reasons why. Chapter 2 evaluates an existing improvisational theater training program created by The Detroit Creativity Project called The Improv Project, which teaches life skills through improvisational theater to middle and high schoolers in Detroit public schools. Specifically, we find that participating in an improv course predicts reductions in social anxiety. Further, social anxiety does not appear to be a barrier to participation in the project. However, as a field study of an existing program, this method lacks a randomly assigned control condition. Chapter 3 follows an experimental paradigm from previous research linking improvisation training to improvements in divergent thinking in the laboratory (Lewis & Lovatt, 2013). We examine whether a short exposure to improvisational theater training can increase tolerance of uncertainty, shown to predict reductions in social anxiety during cognitive behavior therapy (Mahoney & McEvoy, 2012). We find across two experiments that a brief session of improvising causes improvements in uncertainty tolerance and divergent thinking, as well as affective well-being, compared to a social interaction control. Further, these relative gains appear to depend on which specific features of the improv condition differ from the social interaction control condition. As an experiment with random assignment to condition, this work offers desirable features for internal validity, but lacks generalizability (Cook, Campbell, & Shadish, 2002). Chapter 4 tests the relationship established in Chapter 3 between improv and uncertainty tolerance back in the field setting. Specifically, we find that participating in an improvisational theater program for adolescents (described in Chapter 2) predicts increases in uncertainty tolerance, and replicate the Chapter 2 analysis linking improvisational theater training program with reductions in social anxiety symptoms. Additionally, we find that the increase in uncertainty tolerance in this study also predicts reductions in social anxiety. Taken together, this research provides the first empirical evidence that improvisational theater training benefits those with social anxiety problems, and that this is likely in part because engaging in improvisational theater exercises causes increased tolerance of uncertainty.