In the frame of a continuous improvement of the performance and accuracy in the experimental testing of turbomachines, the uncertainty analysis on measurements instrumentation and techniques is of paramount importance. For this reason, since the beginning of the experimental activities at the Laboratory of Fluid Machines (LFM) located at Politecnico di Milano (Italy), this issue has been addressed and different methodologies have been applied. This paper proposes a comparison of the results collected applying two methods for the measurement uncertainty quantification to two different aerodynamic pressure probes: sensor calibration, aerodynamic calibration and probe application are considered. The first uncertainty evaluation method is the so-called “uncertainty propagation” method (UPM); the second is based on the “Monte Carlo” method (MCM). Two miniaturized pressure probes have been selected for this investigation: a pneumatic five-hole probe and a spherical fast-response aerodynamic pressure probe (sFRAPP), the latter applied as a virtual four-hole probe. Since the sFRAPP is equipped with two miniaturized pressure transducers installed inside the probe head, a specific calibration procedure and a dedicated uncertainty analysis are required.