The rigorous uncertainty estimation in Electromagnetic Compatibility (EMC) testing is a complex task that has been addressed through a simplified approach that typically assumes that all the contributions are uncorrelated and symmetric, and combine them in a linear or linearized model using the error propagation law. These assumptions may affect the reliability of test results, and therefore, it is advisable to use alternative methods, such as Monte Carlo Method (MCM), for the calculation and validation of measurement uncertainty. This paper presents the results of the estimation of uncertainty for some of the most common EMC tests, such as: the measurement of radiated and conducted emissions according to CISPR 22 and radiated (IEC 61000-4-3) and conducted (IEC 1000-4-6) immunity, using both the conventional techniques of the Guide to the Expression of Uncertainty in Measurement (GUM) and the Monte Carlo Method. The results show no significant differences between the uncertainty estimated using the aforementioned methods, and it was observed that the GUM uncertainty framework slightly overestimates the overall uncertainty for the cases evaluated here. Although the GUM Uncertainty Framework proves to be adequate for the particular EMC tests that were considered, generally the Monte Carlo Method has features that avoid the assumptions and the limitations of the GUM Uncertainty Framework.