Self-supervised Multi-view stereo (MVS) with a pretext task of image reconstruction has achieved significant progress recently. However, previous methods are built upon intuitions, lacking comprehensive explanations about the effectiveness of the pretext task in self-supervised MVS. To this end, we propose to estimate epistemic uncertainty in self-supervised MVS, accounting for what the model ignores. Specially, the limitations can be categorized into two types: ambiguious supervision in foreground and invalid supervision in background. To address these issues, we propose a novel Uncertainty reduction Multi-view Stereo (UMVS) framework for self-supervised learning. To alleviate ambiguous supervision in foreground, we involve extra correspondence prior with a flow-depth consistency loss. The dense 2D correspondence of optical flows is used to regularize the 3D stereo correspondence in MVS. To handle the invalid supervision in background, we use Monte-Carlo Dropout to acquire the uncertainty map and further filter the unreliable supervision signals on invalid regions. Extensive experiments on DTU and Tank&Temples benchmark show that our U-MVS framework achieves the best performance among unsupervised MVS methods, with competitive performance with its supervised opponents.