Distress tolerance is associated with a range of psychopathology and risk-taking behavior. Current research suggests that the behavioral ability to persist at goal-directed behavior when distressed may be malleable. However, little is known about the contributing factors that underlie individual differences in distress tolerance. Trait urgency, or the tendency to act impulsively in the context of acute changes in affect, may predict distress tolerance because the prepotent response to avoid or remove an aversive state may undermine persistence. To date, most research has examined the role of negative urgency, a valenced subfactor of urgency, in relation to distress tolerance. However, the broad trait of urgency may be associated with a greater change in affect that precedes the inability to tolerate distress. The current study examined whether greater changes in negative affect was indeed a mediator in the relationship between trait urgency and behavioral distress tolerance. The effects of both positive and negative urgency on affect change were examined to investigate the potential contribution of the broader urgency trait. The results suggest that a greater change in negative affect over the course of a stressor mediated the association between both subfactors of urgency and distress tolerance. These findings suggest that trait urgency, regardless of valence, may be associated with experiencing greater changes in affect that ultimately undermine the ability to tolerate distress. These findings also highlight important components of distress tolerance that could inform behavioral interventions.