In this study, we developed an Evidence-based Ensemble Neural Network, namely EVENet, for anatomical brain parcellation using diffusion MRI. The key innovation of EVENet is the design of an evidential deep learning framework to quantify predictive uncertainty at each voxel during a single inference. Using EVENet, we obtained accurate parcellation and uncertainty estimates across different datasets from healthy and clinical populations and with different imaging acquisitions. The overall network includes five parallel subnetworks, where each is dedicated to learning the FreeSurfer parcellation for a certain diffusion MRI parameter. An evidence-based ensemble methodology is then proposed to fuse the individual outputs. We perform experimental evaluations on large-scale datasets from multiple imaging sources, including high-quality diffusion MRI data from healthy adults and clinically diffusion MRI data from participants with various brain diseases (schizophrenia, bipolar disorder, attention-deficit/hyperactivity disorder, Parkinson's disease, cerebral small vessel disease, and neurosurgical patients with brain tumors). Compared to several state-of-the-art methods, our experimental results demonstrate highly improved parcellation accuracy across the multiple testing datasets despite the differences in dMRI acquisition protocols and health conditions. Furthermore, thanks to the uncertainty estimation, our EVENet approach demonstrates a good ability to detect abnormal brain regions in patients with lesions, enhancing the interpretability and reliability of the segmentation results.