Achieving robust robot learning for humanoid locomotion is a fundamental challenge in model-based reinforcement learning (MBRL), where environmental stochasticity and randomness can hinder efficient exploration and learning stability. The environmental, so-called aleatoric, uncertainty can be amplified in high-dimensional action spaces with complex contact dynamics, and further entangled with epistemic uncertainty in the models during learning phases. In this work, we propose DoublyAware, an uncertainty-aware extension of Temporal Difference Model Predictive Control (TD-MPC) that explicitly decomposes uncertainty into two disjoint interpretable components, i.e., planning and policy uncertainties. To handle the planning uncertainty, DoublyAware employs conformal prediction to filter candidate trajectories using quantile-calibrated risk bounds, ensuring statistical consistency and robustness against stochastic dynamics. Meanwhile, policy rollouts are leveraged as structured informative priors to support the learning phase with Group-Relative Policy Constraint (GRPC) optimizers that impose a group-based adaptive trust-region in the latent action space. This principled combination enables the robot agent to prioritize high-confidence, high-reward behavior while maintaining effective, targeted exploration under uncertainty. Evaluated on the HumanoidBench locomotion suite with the Unitree 26-DoF H1-2 humanoid, DoublyAware demonstrates improved sample efficiency, accelerated convergence, and enhanced motion feasibility compared to RL baselines. Our simulation results emphasize the significance of structured uncertainty modeling for data-efficient and reliable decision-making in TD-MPC-based humanoid locomotion learning.
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