There are a lot of uncertainties in the mining engineering, and they make a notable impact on the engineering. The uncertainties of the physical and mechanical properties of geotechnical mass, the surrounding rock stability, the nature condition, the equipment operation, the personnel and the external environment are proposed and described in this paper. The stochastic analysis should be widely used for considering the impacts of the uncertainty on the mining engineering. The economical risk analysis and the stochastic index system should also be set up in the mining engineering.