The world’s oceans are under stress from climate change, acidification and other human activities, and the UN has declared 2021–2030 as the decade for marine science. To monitor the marine waters, with the purpose of detecting discharges of tracers from unknown locations, large areas will need to be covered with limited resources. To increase the detectability of marine gas seepage we propose a deep probabilistic learning algorithm, a Bayesian Convolutional Neural Network (BCNN), to classify time series of measurements. The BCNN will classify time series to belong to a leak/no-leak situation, including classification uncertainty. The latter is important for decision makers who must decide to initiate costly confirmation surveys and, hence, would like to avoid false positives. Results from a transport model are used for the learning process of the BCNN and the task is to distinguish the signal from a leak hidden within the natural variability. We show that the BCNN classifies time series arising from leaks with high accuracy and estimates its associated uncertainty. We combine the output of the BCNN model, the posterior predictive distribution, with a Bayesian decision rule showcasing how the framework can be used in practice to make optimal decisions based on a given cost function.