In indoor positioning, signal fluctuation is highly location-dependent. However, signal uncertainty is one critical yet commonly overlooked dimension of the radio signal to be fingerprinted. This paper reviews the commonly used Gaussian Processes (GP) for probabilistic positioning and points out the pitfall of using GP to model signal fingerprint uncertainty. This paper also proposes Deep Gaussian Processes (DGP) as a more informative alternative to address the issue. How DGP better measures uncertainty in signal fingerprinting is evaluated via simulated and realistically collected datasets.