The threats posed by evolving cyberattacks have led to increased research related to software systems that can self-protect. One topic in this domain is Moving Target Defense (MTD), which changes software characteristics in the protected system to make it harder for attackers to exploit vulnerabilities. However, MTD implementation and deployment are often impacted by run-time uncertainties, and existing MTD decision-making solutions have neglected uncertainty in model parameters and lack self-adaptation. This paper aims to address this gap by proposing an approach for an uncertainty-aware and self-adaptive MTD decision engine based on Partially Observable Markov Decision Process and Bayesian Learning techniques. The proposed approach considers uncertainty in both state and model parameters; thus, it has the potential to better capture environmental variability and improve defense strategies. A preliminary study is presented to highlight the potential effectiveness and challenges of the proposed approach.