Used to express one's disbelief, disappointment, or grief upon learning some unfortunate truth about someone or something. A reference to the headline of a newspaper article alleging (incorrectly) that baseball player Joe Jackson had admitted to helping fix the 1919 World Series. This same phrase was later attributed (also incorrectly) to a child fan of Jackson's, who was said to have said it to Jackson outside of the courthouse before Jackson confirmed the accusation to the child and other fans. A: "You do realize that all the clothes in this store are made by children in sweatshops in third-world countries, right?" B: "Say it ain't so, Joe! But they offer such good prices, how are we supposed to resist that?" A: "I just heard that the actor you like was arrested for drug trafficking." B: "No, say it ain't so, Joe! I always looked up to him as a role model—I can't believe he would be involved with crime like that!""