The consumption expenditures have been considered among the crucial factors affecting the economic growth. These consumption expenditures of the public, household and private sector areas are also becoming more important in the consumption-based economic growth countries such as Turkey. In the meantime, the effect of the consumption on growth influences the short-term monetary policy decisions. For the short-term consumptions several differences have been emerging due to the decisions taken for monetary policy. It also seems essential to comprehend the factors that affect the consumption in terms of the policy makers. implementations. In this context the study examines the effect of the recent rapidly changing uncertainty exchange rate on the consumption expenditures. Among the studies done in the literature only a few of them have been focusing the effect of the exchange rate on the consumption. The studies conducted generally examined the relations between exchange rate uncertainty and export. In this study, it has been discussed the effects of uncertainty exchange rate on the real consumption expenditures both in the short and long term in Turkey. Data have been gathered between the years 1999 and 2016 using quarterly periods. To obtain the values of the uncertainty exchange rate the GARCH model has been used. Hacker and Hatemi-J (2006) symmetric and Hatemi-J (2012) asymmetric tests has been used to analyze the causality relationship between the real consumption expenditures and uncertainty exchange rate. There was no causal relationship between the changes in the dollar exchange rate and the consumption expenditures. It is concluded that the changes in the euro exchange rate (except clothing and footwear expenditures) are related to the consumption expenditures.