We propose a method for automatic segmentation of individual muscles from a clinical CT. The method uses Bayesian convolutional neural networks with the U-Net architecture, using Monte Carlo dropout that infers an uncertainty metric in addition to the segmentation label. We evaluated the performance of the proposed method using two data sets: 20 fully annotated CTs of the hip and thigh regions and 18 partially annotated CTs that are publicly available from The Cancer Imaging Archive (TCIA) database. The experiments showed a Dice coefficient (DC) of 0.891±0.016 (mean±std) and an average symmetric surface distance (ASD) of 0.994±0.230 mm over 19 muscles in the set of 20 CTs. These results were statistically significant improvements compared to the state-of-the-art hierarchical multi-atlas method which resulted in 0.845 ± 0.031 DC and 1.556 ± 0.444 mm ASD. We evaluated validity of the uncertainty metric in the multi-class organ segmentation problem and demonstrated a correlation between the pixels with high uncertainty and the segmentation failure. One application of the uncertainty metric in active-learning is demonstrated, and the proposed query pixel selection method considerably reduced the manual annotation cost for expanding the training data set. The proposed method allows an accurate patient-specific analysis of individual muscle shapes in a clinical routine. This would open up various applications including personalization of biomechanical simulation and quantitative evaluation of muscle atrophy.