An important decision in online and mixed-mode questionnaire design is if and how to include a “do-not-know” (DK) option. Mandatory response is often a default option, but methodologists have advised against this. Several solutions for the DK category are suggested. These include (1) not explicitly offering a DK, but skipping questions is allowed, (2) explicitly offering a DK option with visual separation from the substantive responses, and (3) using the interactivity of the web to emulate interviewer probing after a DK answer. To test these solutions, experimental data were collected in a probability based online panel. Not offering DK, but allowing respondents to skip questions, followed by a polite probe when skips occurred, resulted in the lowest amount of missing information. To assess the effect of probing across different modes, a second experiment was carried out that compared explicitly and implicitly offering the DK option for web and telephone surveys.