Continuum Dexterous Manipulators (CDMs) are well-suited tools for minimally invasive surgery due to their inherent dexterity and reachability. Nonetheless, their flexible structure and non-linear curvature pose significant challenges for shape-based feedback control. The use of Fiber Bragg Grating (FBG) sensors for shape sensing has shown great potential in estimating the CDM’s tip position and subsequently reconstructing the shape using optimization algorithms. This optimization, however, is under-constrained and may be ill-posed for complex shapes, falling into local minima. In this work, we introduce a novel method capable of directly estimating a CDM’s shape from FBG sensor wavelengths using a deep neural network. In addition, we propose the integration of uncertainty estimation to address the critical issue of uncertainty in neural network predictions. Neural network predictions are unreliable when the input sample is outside the training distribution or corrupted by noise. Recognizing such deviations is crucial when integrating neural networks within surgical robotics, as inaccurate estimations can pose serious risks to the patient. We present a robust method that not only improves the precision upon existing techniques for FBG-based shape estimation but also incorporates a mechanism to quantify the models’ confidence through uncertainty estimation. We validate the uncertainty estimation through extensive experiments, demonstrating its effectiveness and reliability on out-of-distribution (OOD) data, adding an additional layer of safety and precision to minimally invasive surgical robotics.