Deploying deep learning models in real-world certified systems requires the ability to provide confidence estimates that accurately reflect their uncertainty. In this paper, we demonstrate the use of the conformal prediction framework to construct reliable and trustworthy predictors for detecting railway signals. Our approach is based on a novel dataset that includes images taken from the perspective of a train operator and state-of-the-art object detectors. We test several conformal approaches and introduce a new method based on conformal risk control. Our findings demonstrate the potential of the conformal prediction framework to evaluate model performance and provide practical guidance for achieving formally guaranteed uncertainty bounds.