Cell decision-making is the cellular process of responding to microenvironmental cues. This can be regarded as the regulation of cellular intrinsic variables to extrinsic stimuli. Currently, little is known about the principles dictating cell decision-making. Regarding cells as Bayesian decision-makers under energetic constraints, I postulate the principle of least microenvironmental uncertainty (LEUP). This is translated into a free-energy principle and I develop a statistical mechanics theory for cell decision-making. I exhibit the potential of LEUP in the case of cell migration. In particular, I calculate the dependence of cell locomotion force on the steady state distribution of adhesion receptors. Finally, the associated migration velocity allows for the reproduction of the cell anomalous diffusion, as observed in cell culture experiments.