"Say it ain't so, Joe." is a phrase referencing baseball player Shoeless Joe Jackson and his involvement in the Black Sox Scandal.
It may also refer to:
Say It Ain't So, Joe (opera), by Curtis K. Hughes, inspired by the 2008 United States vice-presidential debate "Say It Ain't So, Joe" (song), by Murray Head, 1975 "Say it ain't so, Joe," a phrase used by former governor of Alaska Sarah Palin in the 2008 vice presidential debate against Joe Biden.
See also Say It Ain't So (disambiguation) Say it isn't so (disambiguation)