Natural environments are uncertain. Uncertainty of emotional outcomes can induce anxiety and raise vigilance, promote and signal the opportunity for learning, modulate economic choice and regulate risk-seeking. Here we demonstrate that a subset of neurons in the anterodorsal region of the primate septum (ADS) are primarily devoted to processing uncertainty in a highly specific manner. Those neurons were selectively activated by visual cues indicating probabilistic delivery of reward (for example, 25%, 50% and 75% reward) and did not respond to cues indicating certain outcomes (0% and 100% reward). The average ADS uncertainty response was graded with the magnitude of reward uncertainty and selectively signaled uncertainty about rewards rather than punishments. The selective and graded information about reward uncertainty encoded by many neurons in the ADS may underlie modulation of uncertainty of value- and sensorimotor-related areas to regulate goal-directed behavior.