Nonresponses to vote intention questions notoriously impact the quality of electoral predictions. This issue has gained visibility in the US due to the aftermath of the 2020 presidential election. Indeed, the failure of many major pollsters in predicting election results in several key states stimulated a renewed attention for the so-called shy Trump supporter hypothesis, according to which Trump supporters would be more likely to hide their vote preference in electoral surveys due to social desirability bias. Interestingly, extant studies generally overlook the role that the socio-political environments could play in respondent decisions to disclose one’s own political preferences. In this research note, we test the effect of local political climate on survey respondents’ willingness to express their vote intentions, conditional on their ideological orientations. We test our hypotheses by means of logistic regressions on data from the 2020 Cooperative Election Study, matched with prior presidential election results at the county level using data from the MIT Election Data and Science Lab. Our findings suggest the political–electoral context of respondents is likely to trigger a social desirability mechanism leading to reticence about one’s own preferred political options within the 2020 presidential election. This pattern applies especially to conservative-leaning respondents.