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In Harry Potter and the Order of the Phoenix, at one point Umbridge tries to give Veritaserum to Harry in order to learn the location of Dumbledore and Sirius:

'Very well,' she said, though she looked displeased. 'In that case, you will kindly tell me the whereabouts of Sirius Black.'

Harry's stomach turned over and his hand holding the teacup shook so that it rattled in its saucer. He tilted the cup to his mouth with his lips pressed together, so that some of the hot liquid trickled down on to his robes.

'I don't know,' he said, a little too quickly.

'Mr Potter,' said Umbridge, 'let me remind you that it was I who almost caught the criminal Black in the Gryffindor fire in October. I know perfectly well it was you he was meeting and if I had had any proof neither of you would be at large today, I promise you. I repeat, Mr Potter . . . where is Sirius Black?'

'No idea,' said Harry loudly. 'Haven't got a clue.'

They stared at each other so long that Harry felt his eyes watering. Then Umbridge stood up.

Harry looks really concerned that he might give out Sirius, but this will actually not be possible. 12 Grimmauld place is under the protection of the Fidelius charm and Harry is not the secret keeper. So he should not be able to tell her even if he did drink Veritaserum.

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He might have also simply been nervous about all of the other information he might give away if he allows her to give him a mind control serum. – FuzzyBoots Mar 4 at 16:27
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I think if I met Umbridge I'd be nervous, to say the least. That woman's the devil. – PointlessSpike Mar 4 at 16:50
up vote 13 down vote accepted

There are probably a few reasons that conspired to make Harry so nervous right then and there—most of them boiling down to shock and panic.

First off, this whole interrogation takes place on the morning (just before lunch) of the day following Dumbledore’s panache exit from Hogwarts and Umbridge’s own (self)-appointment as Headmaster. As such, the first part of the conversation, where Umbridge asks Harry where Dumbledore is, doesn’t really take him much by surprise—it’s not entirely unexpected that Umbridge would suspect the two of being in cahoots against her and Fudge, and that Harry would know where he’d gone off to. It’s also fairly easy for him to tell her he doesn’t know where Dumbledore is because that happens to be the truth.

Her second point of attack, however, rattles him, because he doesn’t know how much Umbridge knew about Sirius. He knows that she nearly caught him in the Gryffindor fire, which means there’s a good chance the fires are being watched; but her complete silence about the matter since October has perhaps made him both put the whole thing into the back of his mind and also believe that Umbridge didn’t know what she was grabbing for, only that there was an unauthorised fire usage.

Her sudden pounce makes him realise that she knew perfectly well she was after Sirius, and that Sirius and Harry are in contact with each other. The unexpectedness of this is quite a shock to him, and he doesn’t really think clearly for a few seconds—the first thing that comes into his mind is just a simple panic reaction: “LIE! LIE! LIE!”. Kind of like when a kid thinks he’s gotten away with doing something he’s not supposed to with no one knowing, and then his parents ask him why he did it—panic and deny everything!

If he’d thought about it rationally for a bit, he would of course have realised that—as you say—he couldn’t give away Sirius’ location because he’s not Secret Keeper; but as FuzzyBoots’ answer correctly says, this isn’t just limited to Sirius’ location, either. If he’s not careful, he could find himself divulging vital information about the Order itself, which would be catastrophic and probably further fuelled the panic response to deny everything.

So basically, it’s because he didn’t have time to think, and simply reacted in a panic.

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As per my comment above, Sirius's location might just be one of many potential secrets that he could spill. I read his general nervousness as being a matter of realizing that, if he drank Veritaserum, Umbridge could pump him for all kinds of information about friends, allies, etc. Sirius just happened to be the initial question she was asking. By pretending to drink the tea and giving her the answer she didn't expect, he "proved" he was telling the truth, which got her to back off.

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We don’t actually know if he really thinks there’s Veritaserum in the tea. We know there is, but he only avoids drinking it because he sees a painting with an eye like Moody’s, which makes him think what Moody would say if he could see Harry drinking something offered by a known enemy. – Janus Bahs Jacquet Mar 4 at 16:50
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@JanusBahsJacquet Actually, we assume there is Veritaserum in the tea. Until we come to know Snape gave Umbridge fake Veritaserum. – ʀᴇᴅ_ᴅᴇᴠɪʟ226 Mar 4 at 19:04
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@ʀᴇᴅ_ᴅᴇᴠɪʟ226 Yes, that’s what I meant by “we know”: we as SFF users know it because we’ve read the whole series 327 times, and we know that later on Snape berates Umbridge for being an idiot who used all of it on Harry when a drop or two would have done. But Harry didn’t know (and nor did we, as readers, the first time we read the books). – Janus Bahs Jacquet Mar 4 at 19:06
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@JanusBahsJacquet Oh.. I was talking about at the point of the questioning itself. She kept alternating between asking Harry questions and saying "Drink up! Drink up!". So I assumed she had put Veritaserum in it right then (and was personally very glad Harry managed to avoid drinking the tea). At the point where Snape berates Umbridge, my assumption was just confirmed (and then thrown out the window later, obviously). – ʀᴇᴅ_ᴅᴇᴠɪʟ226 Mar 4 at 19:12
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Would he know enough about the Fidelius charm to be confident that he couldn't reveal Sirius? I think he gets the general idea, but he's no expert. We assume Fidelius charm is more powerful than Veritaserum, but would Harry? It's quite a risk. And who wants to be poisoned if they have any slight say in the matter? – ThruGog Mar 4 at 20:04

It wouldn't matter if he could reveal Sirius's location or not. He would be able to reveal that he knows Sirius Black personally and has been in contact with him recently. This would be damning enough evidence to land him in severe trouble.

Remember, Sirius Black was still wanted for murder by the Ministry at that point in the books. Being in contact with a known fugitive without reporting him is known as "aiding and abetting."

It's just as well Umbridge didn't ask Harry, "Were you talking with Sirius Black in the Gryffindor fire?" Because (a) if he'd said "yes" he would have been in deep trouble; (b) if he'd said "no", Umbridge would have known the Veritaserum wasn't working, since she knew for a fact that he was talking with Sirius (she just couldn't prove it, as mentioned in the quoted passage above).

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To be fair, though, she may not have been certain that Sirius and Harry actually managed to talk. It's hardly worth even entertaining the notion that Sirius was there to talk to someone else, but there's a good chance that Umbridge's hand grabbing in the fireplace didn't allow her to see what was in the room beyond—he could plausibly have denied even being there. – Janus Bahs Jacquet Mar 5 at 1:22
    
Not reporting a fugitive is not illegal, at least not by muggle law. – PStag Mar 5 at 22:33
    
@PStag I hope you don't think that would stop Umbridge from punishing Harry for it. She made him write in his own blood for "telling lies" in class. What do you think she would do if she had actual evidence that Harry knew of Sirius's whereabouts and didn't report it? – Wildcard Mar 6 at 7:12

Whilst Harry might not know how to break the charm, it is possible that Umbridge or one of her allies, would know how to circumvent it or even break it. Even if they couldn't, Harry would have no way of knowing this and might suspect they can. He wouldn't want to take the risk.

And any information could lead to stakeout, even if they couldn't raid. This could lead to all members of the Order of the Pheonix being exposed and implicated.

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He knows how the Fidelius charm works. He knows by this time that even Voldemort was unable to break through the Fidelius charm until the Secret Keeper himself divulged the secret to him personally. And he knows that Dumbledore is Secret Keeper for the Order. I find it very unlikely that he should think Umbridge (who he knows is not the most accomplished of witches in general) would be able to circumvent it when Voldemort himself can’t. – Janus Bahs Jacquet Mar 4 at 16:38
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Umbridge is working for the Ministry though. She might have access to methods beyond Voldemort. – AntonChanning Mar 4 at 16:40
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@AntonChanning Nothing is beyond the Dark Lord (Except love). – ʀᴇᴅ_ᴅᴇᴠɪʟ226 Mar 4 at 19:06

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