The swift progression of machine learning (ML) has not gone unnoticed in the realm of statistical mechanics. ML techniques have attracted attention by the classical density-functional theory (DFT) community, as they enable discovery of free-energy functionals to determine the equilibrium-density profile of a many-particle system. Within DFT, the external potential accounts for the interaction of the many-particle system with an external field, thus, affecting the density distribution. In this context, we introduce a statistical-learning framework to infer the external potential exerted on a many-particle system. We combine a Bayesian inference approach with the classical DFT apparatus to reconstruct the external potential, yielding a probabilistic description of the external potential functional form with inherent uncertainty quantification. Our framework is exemplified with a grand-canonical one-dimensional particle ensemble with excluded volume interactions in a confined geometry. The required training dataset is generated using a Monte Carlo (MC) simulation where the external potential is applied to the grand-canonical ensemble. The resulting particle coordinates from the MC simulation are fed into the learning framework to uncover the external potential. This eventually allows us to compute the equilibrium density profile of the system by using the tools of DFT. Our approach benchmarks the inferred density against the exact one calculated through the DFT formulation with the true external potential. The proposed Bayesian procedure accurately infers the external potential and the density profile. We also highlight the external-potential uncertainty quantification conditioned on the amount of available simulated data. The seemingly simple case study introduced in this work might serve as a prototype for studying a wide variety of applications, including adsorption and capillarity.