With the widespread use of social media, user-generated content has surged on online platforms. When such content includes hateful, abusive, offensive, or cyberbullying behavior, it is classified as toxic speech, posing a significant threat to the online ecosystem's integrity and safety. While manual content moderation is still prevalent, the overwhelming volume of content and the psychological strain on human moderators underscore the need for automated toxic speech detection. Previously proposed detection methods often rely on large annotated datasets; however, acquiring such datasets is both costly and challenging in practice. To address this issue, we propose an uncertainty-guided firewall for toxic speech in few-shot scenarios, U-GIFT, that utilizes self-training to enhance detection performance even when labeled data is limited. Specifically, U-GIFT combines active learning with Bayesian Neural Networks (BNNs) to automatically identify high-quality samples from unlabeled data, prioritizing the selection of pseudo-labels with higher confidence for training based on uncertainty estimates derived from model predictions. Extensive experiments demonstrate that U-GIFT significantly outperforms competitive baselines in few-shot detection scenarios. In the 5-shot setting, it achieves a 14.92\% performance improvement over the basic model. Importantly, U-GIFT is user-friendly and adaptable to various pre-trained language models (PLMs). It also exhibits robust performance in scenarios with sample imbalance and cross-domain settings, while showcasing strong generalization across various language applications. We believe that U-GIFT provides an efficient solution for few-shot toxic speech detection, offering substantial support for automated content moderation in cyberspace, thereby acting as a firewall to promote advancements in cybersecurity.