Guided ultrasonic wave localization uses spatially distributed multistatic sensor arrays and generalized beamforming strategies to detect and locate damage across a structure. The propagation channel is often very complex. Methods can compare data with models of wave propagation to locate damage. Yet, environmental uncertainty (e.g., temperature or stress variations) often degrade accuracies. This paper uses an uncertainty-aware deep neural network framework to learn robust localization models and represent uncertainty. We use mixture density networks to generate damage location distributions based on training data uncertainty. This is in contrast with most localization methods, which output point estimates. We compare our approach with matched field processing (MFP), a generalized beamforming framework. The proposed approach achieves a localization error of 0.0625 m as compared to 0.1425 m with MFP when data has environmental uncertainty and noise. We also show that the predictive uncertainty scales as environmental uncertainty increases to provide a statistically meaningful metric for assessing localization accuracy.