Students may experience uncertainties when planning and conducting research. On the one hand, a measure of uncertainty is an inherent part of knowledge creation and represents the positive dimension of uncertainty in research. On the other hand, if uncertainties are not handled well, it could negatively affect the process and quality of research. Uncertainty has been studied within the business environment but not within higher education and specifically in the postgraduate supervision context. This article describes postgraduate students' experienced uncertainty encountered during their research and identifies ways for supervisors to understand and support students. We report on a collaborative auto-ethnographic study using retrospective meta-level reflections from a postgraduate supervisors' perspective. We describe the sources and signs of students' uncertainty so that supervisors can recognize the experienced uncertainty of research students. We found that sources of students' uncertainty were in the context of the unknown research process and within themselves (mainly self-doubt), resulting in a mostly uncomfortable state of experienced uncertainty. Their uncertainty fostered three different responses: not engaging with the research, adopting approaches to reduce their felt uncertainty, or using their uncertainty as a stimulus to engage with the research process. Students also experienced fluctuations in their uncertainty. We identified and present ways to contain the negative and harness the positive dimensions of uncertainty based on theoretical explanations. Supervisors can support students in normalizing uncertainty, facilitating learning processes and promoting empowerment for researcher identity awareness, development, and affirmation. We argue that the increased understanding of experienced uncertainty and the ways for postgraduate supervisors to support students through facilitating self-directed learning and researcher identity development could contribute to containing and harnessing uncertainty during the course of research.