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Computational materials engineering has undergone a transformative shift with the integration of data-driven methodologies and artificial intelligence, enabling accelerated discovery and design of novel materials. Uncertainty quantification (UQ) plays a pivotal role in this paradigm, addressing inherent variabilities in simulations, experimental data, and model predictions to ensure reliable decision-making in materials development. This review synthesizes recent advancements in UQ methods within computational and data-driven materials engineering, focusing on probabilistic modeling, sensitivity analysis, and Bayesian inference techniques deployed across multiscale simulations and machine learning frameworks. We examine deployment contexts ranging from molecular dynamics to additive manufacturing, highlighting how UQ enhances robustness in property prediction, process optimization, and autonomous discovery systems. By integrating insights from high-impact studies the review delineates a systems-level perspective on UQ infrastructures, emphasizing their role in bridging computational predictions with experimental validation. Key challenges such as computational efficiency and data scarcity are contextualized, alongside opportunities for multimodal integration. Ultimately, this synthesis positions UQ as an essential infrastructure for advancing materials informatics toward industrial applicability, offering a forward-looking outlook on scalable, uncertainty-aware workflows in materials engineering.