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Uncertainty is a fact of political life but not a fact of political communication. Elites are prone to make confident predictions and downplay uncertainty about future outcomes, presumably fearing that the acknowledgement of uncertainty would undermine public confidence in their predictions and the evidence they are based on. But this calculation might both exaggerate the costs and downplay the potential benefits of reporting uncertainty. On costs, the evidence from previous studies is mixed; on benefits, previous research has neglected the possibility that, by acknowledging that outcomes may be worse than expected, those communicating uncertainty will dampen public reactions to the bad news. Here, based on a two-stage online survey experiment (N = 2,165) from December 2020 about COVID-19 vaccines, we find results suggesting that governments are well advised to communicate uncertainty. The costs at Stage 1 were low: reporting a confidence interval around the safety and effectiveness of a hypothetical COVID-19 vaccine did not undermine belief in the statistics or intentions to take the vaccine. And there were indeed benefits at Stage 2: when outcomes turned out to be worse than expected but within that confidence interval, confidence in the vaccine was partly insulated from negative effects. [ABSTRACT FROM AUTHOR]