This paper is devoted to research of the problems associated with uncertainty and incertitude in the risk assessment, which can take place in developing and implementing an integrated management system. Analysis of current researches on the use of the concepts of “uncertainty” and “incertitude” in the risk assessment is carried out. The classification of types of uncertainty and incertitude in the risk assessment of an integrated management system is developed. Recommendations are given on methods to overcome the problems associated with the uncertainties and incertitudes that occur in the development and implementation of an integrated management system. It became possible through a more accurate risk assessment.