The combined effects of cognitive ability and neuroticism on performance in military assessment centres were investigated in two separate samples. We hypothesized that individuals with a “stress intolerant” profile of low ability and high neuroticism would perform worst. In Naval (N = 607) and Army (N = 62) samples this hypothesis was supported: performance ratings were negatively correlated with neuroticism only in the less cognitively able individuals; in the more cognitively able individuals, neuroticism was uncorrelated with performance. These data help to explain variation in associations between neuroticism and performance in applied fields. Taken together with other studies, results suggest that organisations could obtain extra predictive validity by measuring interactions between psychometric variables.