This paper presents a comprehensive review of uncertainties involved in flight vehicle structural damage monitoring, diagnosis, prognosis and control. Uncertainties can cause infeasibilities, false diagnosis and very imprecise prognosis if not correctly taken into account. The purpose of this paper is to review existing methods that have been developed to address the problem of uncertainty in the area of damage sensing, diagnosis, prognosis and control in flight vehicles. The mathematical and statistical methods in analyzing uncertainty are first presented and compared. Then, the different sources and perspectives of uncertainties in the damage assessment process are presented and classified. Following this, diagnosis and prognosis methods are reviewed. Final review section covers the control of damaged structure under uncertainty. In each section and in the concluding remarks section the research challenges in the field of flight vehicle structural damage sensing, diagnosis and prognosis methods as well as control under uncertainty are identified and promising new ideas are discussed.