Do workers speak their mind about sexism and about diversity, equity, and inclusion (DEI) policies in the workplace? We measure social desirability bias regarding sexism and DEI policies using a list experiment survey among workers from five male-dominated industries in France and in the US. In both countries and, remarkably, among both men and women, we document substantial social desirability bias. Managers exhibit a larger bias than non-managerial employees. This difference between voiced and real attitudes may make organizations overestimate support for DEI policies in their workforce, rendering such policies less effective.