In this study, we evaluate the dependence of the effects of fiscal shocks on prevailing uncertainty regimes. For this purpose, we apply a Threshold Vector Autoregressive (TVAR) model with sign nonlinearity. In this framework, time-varying uncertainty serves as the transition variable, while positive and negative tax and government expenditure shocks are included as exogenous regressors. This framework allows us to assess the asymmetric effects of fiscal shocks depending on their size, sign, and timing across different uncertainty regimes. We use quarterly data for Iran during 1991:Q2 to 2022:Q1. The findings based on Generalized Impulse Response Functions (GIRF) show that the response of macroeconomic variables to both the sign of shocks and their timing with respect to uncertainty regimes differs significantly and asymmetrically. In general, in the low uncertainty regime, the effects of tax and government expenditure shocks on macroeconomic variables are relatively transient and decline rapidly over time. In contrast, in the high uncertainty regime, the effects of fiscal shocks are larger and more persistent.