Although advice seeking has attracted increasing attention from scholars, research exploring the antecedents of advice seeking remains relatively sparse. To address this gap, this study focuses on evaluation sensitivity as an antecedent of advice-seeking behavior. We propose that the positive relationship between evaluation sensitivity and advice seeking is mediated by self-uncertainty, and that this mediation effect is in turn moderated by peer exclusion. Data were collected from 291 undergraduate students in eastern China through three waves. Analysis of these data revealed that evaluation sensitivity was positively related to advice seeking, and that this relationship was mediated by individuals’ self-uncertainty. Furthermore, peer exclusion moderated the indirect relationship between evaluation sensitivity and advice seeking via self-uncertainty, such that the indirect effect was significant only when peer exclusion was high.