There are many sources of uncertainty in scenarios and models of socio-ecological systems, and understanding these uncertainties is critical in supporting informed decision-making about the management of natural resources. Here, we review uncertainty across the steps needed to create socio-ecological scenarios, from narrative storylines to the representation of human and biological processes in models and the estimation of scenario and model parameters. We find that socio-ecological scenarios and models would benefit from moving away from “stylized” approaches that do not consider a wide range of direct drivers and their dependency on indirect drivers. Indeed, a greater focus on the social phenomena is fundamental in understanding the functioning of nature on a human-dominated planet. There is no panacea for dealing with uncertainty, but several approaches to evaluating uncertainty are still not routinely applied in scenario modeling, and this is becoming increasingly unacceptable. However, it is important to avoid uncertainties becoming an excuse for inaction in decision-making when facing environmental challenges.