Contemporary public management is characterized by a strong tendency to introduce performance measurement in order to reduce complexity. Public managers face two challenges when performing their work: uncertainty and ambiguity. Ambiguity is understood as the absence of or contradictory interpretations about what needs to, can and should be done, when and where. In this article we argue that the intensity and nature of ambiguity vary, depending on the public management setting. This has serious implications for the type of evaluation chosen. Performance measurement may be appropriate when ambiguity is relatively low, but it is difficult and potentially damaging in settings marked by a high degree of ambiguity. In these latter cases, evaluation approaches that acknowledge ambiguity through dialogue are more suitable. To structure this line of reasoning, we distinguish four public management settings (industrial, enforcing, professional and strategic) and relate this to different evaluation approaches.