"There are unknown unknowns" is a phrase from a response United States Secretary of Defense Donald Rumsfeld gave to a question at a U.S. Department of Defense (DoD) news briefing on February 12, 2002, about the lack of evidence linking the government of Iraq with the supply of weapons of mass destruction to terrorist groups. Rumsfeld stated:

Reports that say that something hasn't happened are always interesting to me, because as we know, there are known knowns; there are things we know we know. We also know there are known unknowns; that is to say we know there are some things we do not know. But there are also unknown unknowns—the ones we don't know we don't know. And if one looks throughout the history of our country and other free countries, it is the latter category that tends to be the difficult ones.

The statement became the subject of much commentary. In The Decision Book, author Mikael Krogerus refers to it as the "Rumsfeld matrix". The statement also features in a 2013 documentary film, The Unknown Known, directed by Errol Morris.

Known unknowns refers to "risks you are aware of, such as canceled flights," whereas unknown unknowns are risks that come from situations that are so unexpected that they would not be considered.