A cognitive radio system has the ability to observe and learn from the environment, adapt to the environmental conditions, and use the radio spectrum more efficiently. However, due to multipath fading, shadowing, or varying channel conditions, uncertainty affects the cognitive cycle processes, measurements, decisions, and actions. In the observing step, measurements (i.e., information) taken by the secondary users (SUs) are uncertain. In the next step, the SUs make decisions based on what has already been observed using their knowledge bases, which may have been impacted by the uncertainty, leading to wrong decisions. In the last step, uncertainty can affect the decision of the cognitive radio system, which sometimes can lead to the wrong action. Thus, the uncertainty propagation influences the cognitive radio performance. Therefore, mitigating the uncertainty in the cognitive cycle is a necessity. This paper provides a deep overview of techniques that handle uncertainty in cognitive radio networks.