Observations of candidate BL Lacertae objects spectroscopically selected from the Sloan Digital Sky Survey (SDSS) reveal a large fraction with high polarization (P > 3%). This result confirms that synchrotron radiation makes an important contribution to the observed optical continuum for most objects in the sample. The SDSS sample can be divided into separate categories, with objects of undetermined redshift generally having the highest optical polarization. Polarization as high as 23% and the lack of spectral features suggests that the synchrotron continuum completely dominates the spectra of these sources. The mean polarization levels observed for objects having measured redshifts is much lower, with the maximum observed polarization for this group being ~10%. The lower polarizations of these objects are reminiscent of the less spectacular polarization levels shown by BL Lac objects discovered in X-ray surveys. We find no SDSS BL Lac candidates at z > 1 with P > 3%, calling their classification as BL Lac objects into question. In addition, the existence of radio-quiet BL Lac objects is not verified since none of 10 potentially radio-weak BL Lac candidates observed are highly polarized. Regardless of whether the high-redshift and radio-weak objects are included in this optical sample, the overall levels of polarization observed are intermediate between those seen for X-ray and radio-selected BL Lac objects.
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