•Uncertainty enables deep learning frameworks to be adopted into clinical workflows.•Uncertainty reflects challenge of small lesion detection, lesion contour segmentation.•MC dropout uncertainty measures correlate with incorrect predictions. Display omitted Deep learning networks have recently been shown to outperform other segmentation methods on various public, medical-image challenge datasets, particularly on metrics focused on large pathologies. For diseases such as Multiple Sclerosis (MS), however, monitoring all the focal lesions visible on MRI sequences, even very small ones, is essential for disease staging, prognosis, and evaluating treatment efficacy. Small lesion segmentation presents significant challenges to popular deep learning models. This, coupled with their deterministic predictions, hinders their clinical adoption. Uncertainty estimates for these predictions would permit subsequent revision by clinicians. We present the first exploration of multiple uncertainty estimates based on Monte Carlo (MC) dropout (Gal and Ghahramani, 2016) in the context of deep networks for lesion detection and segmentation in medical images. Specifically, we develop a 3D MS lesion segmentation CNN, augmented to provide four different voxel-based uncertainty measures based on MC dropout. We train the network on a proprietary, large-scale, multi-site, multi-scanner, clinical MS dataset, and compute lesion-wise uncertainties by accumulating evidence from voxel-wise uncertainties within detected lesions. We analyze the performance of voxel-based segmentation and lesion-level detection by choosing operating points based on the uncertainty. Uncertainty filtering improves both voxel and lesion-wise TPR and FDR on remaining, certain predictions compared to sigmoid-based TPR/FDR curves. Small lesions and lesion-boundaries are the most uncertain regions, which is consistent with human-rater variability.