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, and varying channel conditions, uncertainty affects the cognitive cycle processes, measurements, decisions, and actions. In the observing process, measurements (i.e., information) taken by the secondary users are uncertain. In the next step, the secondary users make decisions based on what has already been observed using their knowledge bases, which may have been impacted by uncertainty. This can lead to the wrong decisions, and, thus the cognitive radio system can take the wrong actions. Hence, uncertainty propagation influences the cognitive radio performance. Therefore, mitigating uncertainty in the cognitive cycle is a necessity. This paper provides a deep overview of techniques that handle uncertainty in cognitive radio networks.