At the start of the COVID-19 pandemic, leaders around the world were forced to rapidly made decisions with limited knowledge of the impact those decisions would have on public health. This review of research, policy and the media highlights three cognitive antecedents to crisis leadership failures: 1) ignoring the precautionary principle (e.g., “better safe than sorry”), 2) the illusion of control, and 3) poor uncertainty management tactics. Recommendations for future successful crisis leadership include avoiding optimistic bias, avoiding conflicting information, and frame and communicate risk messages in the right way.