It was recently shown that certain perturbatively accessible, nonsupersymmetric gauge-Yukawa theories have UV asymptotic safety, without asymptotic freedom: the UV theory is an interacting RG fixed point, and the IR theory is free. We here investigate the possibility of asymptotic safety in supersymmetric theories, and use unitarity bounds, and the a-theorem, to rule it out in broad classes of theories. The arguments apply without assuming perturbation theory. Therefore, the UV completion of a non-asymptotically free susy theory must have additional, non-obvious degrees of freedom, such as those of an asymptotically free (perhaps magnetic dual) extension.