A growing trend of neuroimaging, behavioral, and computational research has investigated the topic of outcome uncertainty in decision-making. Although evidence to date indicates that humans are very effective in learning to adapt to uncertain situations, the nature of the specific cognitive processes involved in the adaptation to uncertainty are still a matter of debate. In this article, we reviewed evidence suggesting that cognitive control processes are at the heart of uncertainty in decision-making contexts. Available evidence suggests that: (1) There is a strong conceptual overlap between the constructs of uncertainty and cognitive control; (2) There is a remarkable overlap between the neural networks associated with uncertainty and the brain networks subserving cognitive control; (3) The perception and estimation of uncertainty might play a key role in monitoring processes and the evaluation of the "need for control"; (4) Potential interactions between uncertainty and cognitive control might play a significant role in several affective disorders.