The governance of sustainable energy transitions (SET) is facing multiple technological, economic, societal and political uncertainties. In practice, these energy-related uncertainties play a role not only at the level of “major politics,” but also in the policymaking of local decision makers and planners. This paper seeks to attain a more differentiated understanding of how uncertainties concerning the energy transition play out and are dealt with in policymaking and planning “on the ground.” To do so, the paper combines conceptual reflections with an explorative empirical study on local heat supply policy in Switzerland. In conceptual regards, it proposes some distinctions of types of uncertainties related to energy transitions, and a typology of strategic decision options for dealing with uncertainty. On this basis, the paper reveals similarities and differences regarding the perception of uncertainties and ways of dealing with them in a number of Swiss cities. These insights evoke further questions about the causes and effects of different sensitivities to uncertainty and ways of dealing with them.