What are the consequences of including a “don't know” (DK) response option to attitudinal survey questions? Existing research, based on traditional survey modes, argues that it reduces the effective sample size without improving the quality of responses. We contend that it can have important effects not only on estimates of aggregate public opinion, but also on estimates of opinion differences between subgroups of the population who have different levels of political information. Through a pre-registered online survey experiment conducted in the United States, we find that the DK response option has consequences for opinion estimates in the present day, where most organizations rely on online panels, but mainly for respondents with low levels of political information and on low salience issues. These findings imply that the exclusion of a DK option can matter, with implications for assessments of preference differences and our understanding of their impacts on politics and policy.