With the published data of apparent axis ratios for 1109 ultra-diffuse galaxies (UDGs) located in 17 low-redshift (z ∼ 0.020-0.063) galaxy clusters and 84 UDGs in two intermediate-redshift (z ∼ 0.308-0.348) clusters, we take advantage of a Markov Chain Monte Carlo approach and assume a triaxial model to investigate the intrinsic morphologies of UDGs. In contrast to the conclusion of Burkert, i.e., the underlying shapes of UDGs are purely prolate (C=B<A), we find that the data favor the oblate-triaxial models (i.e., thick disks with < C B A) over the nearly prolate ones. We also find that the intrinsic morphologies of UDGs are related to their stellar masses/ luminosities, environments, and redshifts. First, the more luminous UDGs have puffier morphologies compared with the less luminous counterparts; the UDG morphologic dependence on luminosity is distinct from that of the typical quiescent dwarf ellipticals (dEs) and dwarf spheroidals (dSphs); in this sense, UDGs may not be simply treated as an extension of the dE/dSph class with similar evolutionary histories; they may differ not only in size. Second, the UDGs with smaller clustercentric distances are more puffed up, compared with the counterparts with larger clustercentric distances; in combination with the UDG thickness dependence on luminosity, the puffier morphologies of UDGs with high luminosities or located in the denser environments are very likely to be attributed to tidal interactions with massive galaxies. Third, we find that the intermediate-redshift UDGs are more flattened, compared with the low-redshift counterparts, which plausibly suggests a "disky" origin for the high-redshift, newly born UDGs.