All interpolation methods require a single measured value at every location.
A few interpolation methods (EBK Regression Prediction and Gaussian Geostatistical Simulations) allow the use of a measurement error field in addition to a data field. The measurement error field can be used to indicate uncertainty in the measured value. However, the value of the measurement error field should correspond to one standard deviation of the measurement error rather than a confidence interval. There may be a way to convert your confidence intervals into standard deviations if you know how the confidence intervals were constructed (in many cases, they are built from standard deviations).