Generating a chain of thought (CoT) can increase large language model (LLM) performance on a wide range of tasks. Zero-shot CoT evaluations, however, have been conducted primarily on logical tasks (e.g. arithmetic, commonsense QA). In this paper, we perform a controlled evaluation of zero-shot CoT across two sensitive domains: harmful questions and stereotype benchmarks. We find that using zero-shot CoT reasoning in a prompt can significantly increase a model’s likelihood to produce undesirable output. Without future advances in alignment or explicit mitigation instructions, zero-shot CoT should be avoided on tasks where models can make inferences about marginalized groups or harmful topics.