Despite achieving enormous success in predictive accuracy for visual classification problems, deep neural networks (DNNs) suffer from providing overconfident probabilities on out-of-distribution (OOD) data. Yet, accurate uncertainty estimation is crucial for safe and reliable robot autonomy. In this paper, we evaluate popular calibration techniques for open-set conditions in a way that is distinctly different from the conventional evaluation of calibration methods on OOD data. Our results show that closed-set DNN calibration approaches are much less effective for open-set recognition, which highlights the need to develop new DNN calibration methods to address this problem.