Analysis of functional magnetic resonance imaging (fMRI) plays a pivotal role in uncovering an understanding of the brain. fMRI data contain both spatial volume and temporal signal information, which provide a depiction of brain activity. The analysis pipeline, however, is hampered by numerous uncertainties in many of the steps; often seen as one of the last hurdles for the domain. In this review, we categorise fMRI research into three pipeline phases: (i) image acquisition and processing; (ii) image analysis; and (iii) visualisation and human interpretation, to explore the uncertainties that arise in each phase, including the compound effects due to the inter-dependence of steps. Attempts at mitigating uncertainties rely on providing interactive visual analytics that aid users in understanding the effects of the uncertainties and adjusting their analyses. This impetus for visual analytics comes in light of considerable research investigating uncertainty throughout the pipeline. However, to the best of our knowledge, there is yet to be a comprehensive review on the importance and utility of uncertainty visual analytics (UVA) in addressing fMRI concerns, which we term fMRI-UVA. Such techniques have been broadly implemented in related biomedical fields, and its potential for fMRI has recently been explored; however, these attempts are limited in their scope and utility, primarily focussing on addressing small parts of single pipeline phases. Our comprehensive review of the fMRI uncertainties from the perspective of visual analytics addresses the three identified phases in the pipeline. We also discuss the two interrelated approaches for future research opportunities for fMRI-UVA.