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This paper proposes a novel probabilistic approach for multidisciplinary design optimization (MDO) under uncertainty, especially for systems with feedback coupled analyses with multiple coupling variables. The proposed approach consists of four components: multidisciplinary analysis, Bayesian network, copula-based sampling, and design optimization. The Bayesian network represents the joint distribution of multiple variables through marginal distributions and conditional probabilities, and updates the distributions based on new data. In this methodology, the Bayesian network is pursued in two directions: (1) probabilistic surrogate modeling to estimate the output uncertainty given values of the design variables, and (2) probabilistic multidisciplinary analysis (MDA) to infer the distributions of the coupling and output variables that satisfy interdisciplinary compatibility conditions.