Surely a leader should know what to do? But what happens when complexity means they cannot know which path to take? We answer this question with an ethnographic study of distributed leadership (DL) in an organisation grappling with inherent tensions within its mission. The paper makes a counter-intuitive argument for the value and utility of unknowingness, defined as a state of awareness of both an absence of knowing and one’s inability to know. Three inter-related aspects to unknowingness are developed – acceptance of not knowing, tolerance of the discomfort of not knowing, and distribution of unknowingness - leading to an innovative theory of unknowingness. We reveal how unknowingness and DL are bound with each other in the sense that not knowing can enable distribution of leadership within the organisation, whilst DL addresses challenges in complex organisations associated with not knowing. We thereby provide an illustration of the interplay between those with hierarchical authority and others dispersed throughout an organisation. In sum, we provide an alternative perspective to the heroic, all-knowing individual leader.