Deep learning-based image reconstruction approaches have demonstrated impressive empirical performance in many imaging modalities. These approaches generally require a large amount of high-quality training data, which is often not available. To circumvent this issue, we develop a novel unsupervised knowledge-transfer paradigm for learned iterative reconstruction within a Bayesian framework. The proposed approach learns an iterative reconstruction network in two phases. The first phase trains a reconstruction network with a set of ordered pairs comprising of ground truth images and measurement data. The second phase fine-tunes the pretrained network to the measurement data without supervision. Furthermore, the framework delivers uncertainty information over the reconstructed image. We present extensive experimental results on low-dose and sparse-view computed tomography, showing that the proposed framework significantly improves reconstruction quality not only visually, but also quantitatively in terms of PSNR and SSIM, and is competitive with several state-of-the-art supervised and unsupervised reconstruction techniques.