Recent audio-aware large language models (ALLMs) have demonstrated strong capabilities across diverse audio understanding and reasoning tasks, but they still frequently produce hallucinated or overly confident outputs. While uncertainty estimation has been extensively studied in text-only LLMs, it remains largely unexplored for ALLMs, where audio-conditioned generation introduces additional challenges such as perceptual ambiguity and cross-modal grounding. In this work, we present the first systematic empirical study of uncertainty estimation in ALLMs. We benchmark five representative methods, including predictive entropy, length-normalized entropy, semantic entropy, discrete semantic entropy, and P(True), across multiple models and diverse evaluation settings spanning general audio understanding, reasoning, hallucination detection, and unanswerable question answering. Our results reveal two key findings. First, semantic-level and verification-based methods consistently outperform token-level baselines on general audio reasoning benchmarks. Second, on trustworthiness-oriented benchmarks, the relative effectiveness of uncertainty methods becomes notably more model- and benchmark-dependent, indicating that conclusions drawn from general reasoning settings do not straightforwardly transfer to hallucination and unanswerable-question scenarios. We further explore uncertainty-based adaptive inference as a potential downstream application. We hope this study provides a foundation for future research on reliable, uncertainty-aware audio-language systems.