Controlling musculoskeletal systems, especially robots actuated by pneumatic artificial muscles, is a challenging task due to nonlinearities, hysteresis effects, massive actuator delay, and unobservable dependencies such as temperature. Despite such difficulties, muscular systems offer many beneficial properties to achieve human-comparable performance in uncertain and fast-changing tasks. For example, muscles are backdrivable and provide variable stiffness while offering high forces to reach high accelerations. In addition, the embodied intelligence deriving from the compliance might reduce the control demands for specific tasks. In this letter, we address the problem of how to accurately control musculoskeletal robots. To address this issue, we propose to learn probabilistic forward dynamics models using Gaussian processes and, subsequently, to employ these models for control. However, Gaussian processes dynamics models cannot be set up for our musculoskeletal robot as for traditional motor-driven robots because of unclear state composition, etc. We hence empirically study and discuss in detail how to tune these approaches to complex musculoskeletal robots and their specific challenges. Moreover, we show that our model can be used to accurately control an antagonistic pair of pneumatic artificial muscles for a trajectory tracking task while considering only one-step-ahead predictions of the forward model and incorporating model uncertainty.