Background: Radiation pneumonitis is a side effect of thoracic radiation therapy. Recently, machine learning models with radiomic features have improved radiation pneumonitis prediction by capturing spatial information. To further support clinical decision-making, this study explores the role of post hoc uncertainty quantification methods in enhancing model uncertainty estimate. Methods: We retrospectively analyzed a cohort of 101 esophageal cancer patients. This study evaluated four machine learning models: logistic regression, support vector machines, extreme gradient boosting, and random forest, using 15 dosimetric, 79 dosiomic, and 237 radiomic features to predict radiation pneumonitis. We applied uncertainty quantification methods, including Platt scaling, isotonic regression, Venn-ABERS predictor, and conformal prediction, to quantify uncertainty. Model performance was assessed through an area under the receiver operating characteristic curve (AUROC), area under the precision-recall curve (AUPRC), and adaptive calibration error using leave-one-out cross-validation. Results: Highest AUROC is achieved by the logistic regression model with the conformal prediction method (AUROC 0.75+-0.01, AUPRC 0.74+-0.01) at a certainty cut point of 0.8. Highest AUPRC of 0.82+-0.02 (with AUROC of 0.67+-0.04) achieved by The extreme gradient boosting model with conformal prediction at the 0.9 certainty threshold. Radiomic and dosiomic features improve both discriminative and calibration performance. Conclusions: Integrating uncertainty quantification into machine learning models with radiomic and dosiomic features may improve both predictive accuracy and calibration, supporting more reliable clinical decision-making. The findings emphasize the value of uncertainty quantification methods in enhancing applicability of predictive models for radiation pneumonitis in healthcare settings.