Decision making can be regarded as the outcome of cognitive processes leading to the selection of a course of action among several alternatives. Borrowing a central measurement from information theory, Shannon entropy, we quantified the uncertainties produced by decisions of participants within an economic decision task under different configurations of reward probability and time. These descriptors were used to obtain blood oxygen level-dependent (BOLD) signal correlates of uncertainty and two clusters codifying the Shannon entropy of task configurations were identified: a large cluster including parts of the right middle cingulate cortex (MCC) and left and right pre-supplementary motor areas (pre-SMA) and a small cluster at the left anterior thalamus. Subsequent functional connectivity analyses using the psycho-physiological interactions model identified areas involved in the functional integration of uncertainty. Results indicate that clusters mostly located at frontal and temporal cortices experienced an increased connectivity with the right MCC and left and right pre-SMA as the uncertainty was higher. Furthermore, pre-SMA was also functionally connected to a rich set of areas, most of them associative areas located at occipital and parietal lobes. This study provides a map of the human brain segregation and integration (i.e., neural substrate and functional connectivity respectively) of the uncertainty associated to an economic decision making paradigm.