Evaluating complex interventions and policies is challenging. This is particularly true for the identification of unintended consequences, whether negative or positive. This article uses data from a workshop with policymakers and evaluators to explore the evaluation of unintended consequences. We identify three main challenges for policymakers and evaluators: being able to identify and evaluate unintended effects, to avoid creating unintended effects and being able to explain these effects. We discuss practical, political and ethical issues for each of these challenges and identify recommendations for evaluators who want to consider unintended consequences. First, use a broader range of methods to explore how policies play out; second, use theory to plan evaluations; and third, discuss both methods and theory with relevant stakeholders to make these as useful as possible. We offer novel insights into recent debates about theory-led and co-produced interventions and policies.