Pre-trained vision-language models (VLMs) have shown to be an useful model class for zero- and few-shot learning tasks. In this work, we investigate probabilistic active few-shot learning in VLMs by leveraging post-hoc uncertainty estimation and targeted support set selection. To equip VLMs with a notion of uncertainty on the target task, we utilize a Laplace approximation to the posterior of the VLM and derive a Gaussian approximation to the distribution over the cosine similarities. Further, we propose a simple adaptive target region selection based on k-nearest neighbour search and evaluate on a series of selection strategies from the Bayesian experimental design literature. Our experiments on standard benchmarks show that leveraging epistemic uncertainties leads to improved performance and that further improvements can be obtained by targeting the selection towards the query region.