Natural gas leak from offshore platform poses a potential to cause explosion disaster and bring significant causalities and economic losses. Existing deep learning-based leak detection approaches are limited by the requirement of a large number of labeled leak datasets, and also has worse performance in the complex and changeable marine environment. This study proposes a detection approach of natural gas leakage from offshore platform by integrating optical gas imaging (OGI) camera and unsupervised deep probability learning. In this approach, unsupervised deep learning is applied to learn the changeable infrared features of offshore platform, and variational Bayesian inference is integrated to provide the larger epistemic uncertainty contour corresponding to the infrared natural gas plume. An epistemic uncertainty-based detection score is proposed as the detection criterion to improve the accuracy of natural gas plume detection and localization. An OGI imaging experiment of natural gas leak from offshore platform is conducted to construct the benchmark dataset. With such datasets, two pre-defined parameters, namely Monte Carlo sampling number m = 100 and dropout probability p=0.1 are determined to guarantee the detection accuracy and efficiency. Comparison between the proposed approach and prevalent unsupervised deep learning approach is also conducted. The results demonstrate that our proposed approach has the higher detection accuracy with AUC = 0.9753, as well as the real-time capability with inference time of 4s/frame. Overall, our proposed approach provides a more accurate and generalized approach of natural gas detection for safety monitoring and detection management of offshore platforms.