When faced with challenging thinking tasks accompanied by a feeling of uncertainty, people often prefer to opt out (e.g., replying “I don’t know”, seeking advice) over giving low-confidence responses. In professions with high-stakes decisions (e.g., judges, medical practitioners), opting out is generally seen as preferable to making unreliable decisions. Contrarily, in educational settings, despite being designed to prepare students for real-life challenges, opting out is often viewed as an indication of low motivation or an avoidance of challenges. Presenting a complementary perspective, metacognitive research dealing with knowledge management and problem-solving shows substantial empirical evidence that both adults and children can use opt-out options to enhance the quality of their responses. Moreover, there are initial signs that strategic opting out can increase the efficiency of self-regulated effort. These opportunities to improve self-regulated learning have yet to be exploited in instructional design. Research guided by Cognitive Load Theory (CLT), which focuses on effort allocation in the face of cognitive challenges, has largely ignored the benefits of opting out as a strategy for improving effort allocation. The present review summarizes advantages and pitfalls within the current state of knowledge. Furthermore, we propose new avenues of inquiry for examining the impact of incorporating explicit opt-out options in instructional design to support knowledge and skill acquisition. As a novel avenue, we urge educators to develop effective opting-out skills in students to prepare them for real-life challenges.