A developing theory is that individuals with alcohol use disorder (AUD) display exaggerated reactivity to threats that are uncertain (U‐threat), which facilitates excessive drinking as a means of avoidance‐based coping. There is a promising initial behavioral evidence supporting this theory; however, the neural bases of reactivity to U‐threat in individuals with AUD have not been examined. The extent to which biomarkers of U‐threat reactivity map onto drinking behaviors and coping motives for alcohol use is also unknown. The current study therefore examined group differences in behavioral and neural reactivity to U‐threat in adults with and without AUD. The study also tested whether behavior and brain responses to U‐threat correlate with problematic drinking and coping motivated drinking. Volunteers (n = 65) with and without a history of AUD (38 AUD, 27 controls) were included and completed a well‐validated threat‐of‐shock task to probe responses to U‐threat and predictable threat (P‐threat) while startle eyeblink potentiation was collected. Individuals also completed a newly designed, analogous version of the task during functional magnetic resonance imaging (fMRI). Results indicated that individuals with AUD displayed greater startle magnitude during U‐threat, but not P‐threat, and greater right insula and dorsal anterior cingulate cortex (dACC) activation during both forms of threat compared with controls. Startle magnitude and insula activation during U‐threat positively correlated with self‐reported problem drinking and coping motives for alcohol use. Findings demonstrate that individuals with AUD display exaggerated sensitivity to U‐threat at the behavioral and neural level and that these multimethod biomarkers tap into negative reinforcement processes of alcohol abuse.