We develop a method to efficiently construct phase diagrams using machine learning. Uncertainty sampling (US) in active learning is utilized to intensively sample around phase boundaries. Here, we demonstrate constructions of three known experimental phase diagrams by the US approach. Compared with random sampling, the US approach decreases the number of sampling points to about 20%. In particular, the reduction rate is pronounced in more complicated phase diagrams. Furthermore, we show that using the US approach, undetected new phases can be rapidly found, and smaller numbers of initial sampling points are sufficient. Thus, we conclude that the US approach is useful to construct complicated phase diagrams from scratch and will be an essential tool in materials science.