A complex network in reality contains a large amount of information, but some information cannot be obtained accurately or is missing due to various reasons. An uncertain complex network is an effective mathematical model to deal with this problem, but its related research is still in its infancy. In order to facilitate the research into uncertainty theory in complex network modeling, this paper summarizes and analyzes the research hotspots of set pair analysis, rough set theory and fuzzy set theory in complex network modeling. This paper firstly introduces three kinds of uncertainty theories: the basic definition of set pair analysis, rough sets and fuzzy sets, as well as their basic theory of modeling in complex networks. Secondly, we aim at the three uncertainty theories and the establishment of specific models. The latest research progress in complex networks is reviewed, and the main application fields of the three uncertainty theories are discussed, respectively: community discovery, link prediction, influence maximization and decision-making problems. Finally, the prospect of the modeling and development of uncertain complex networks is put forward.