Evidence-based policy generation is an aspiration more than reality at the best of times. With COVID-19 generating extreme uncertainty and urgency of action across the world, it has become harder than ever. This blog considers three areas where both researchers and policymakers need to engage more effectively: asking better questions; being clearer about how well we can answer them; and broadening collaboration and challenge. It concludes with four propositions for better decision-making under great uncertainty: the pursuit of cognitive diversity, regular updating of information, flexibility in decision-making, and a high degree of transparency.