Lung adenocarcinoma (LUAD) is the most common type of lung cancer. Accurate identification of lymph node (LN) involvement in patients with LUAD is crucial for prognosis and making decisions of the treatment strategy. CT imaging has been used as a tool to identify lymph node involvement. To tackle the shortage of high-quality data and improve the sensitivity of diagnosis, we propose a Cost-Sensitive Uncertainty Hypergraph Learning (CSUHL) model to identify the lymph node based on the CT images. We design a step named “Multi-Uncertainty Measurement” to measure the epistemic and the aleatoric uncertainty, respectively. Given the two types of attentional uncertainty weights, we further propose a cost-sensitive hypergraph learning to boost the sensitivity of diagnosing, targeting task-driven optimization of the clinical scenarios. Extensive qualitative and quantitative experiments on the real clinical dataset demonstrate our method is capable of accurately identifying the lymph node and outperforming state-of-the-art methods across the board.