Learn English – Idiom for doing something intentionally despite knowing the outcome might be bad

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Is there any idiom for doing something intentionally despite knowing the outcome might be bad, or an expression for a person who does such a thing?

For example, I know that if I ask someone a particular question, I might not bear the disturbing answer, but I still ask the question. Is there any idiom for this kind of act where you know the answer wouldn't make you happy but you're still asking the question?

In Urdu/Hindi, there is something similar, the translation of which would be "having insect". To make a sentence out of it, it would sound something like:

"He has insect that's why he went to cinema"

It means that the person knew going to cinema would generate some negative outcome but he still did.

Best Answer

One could be said to be acting against one's better judgement (Contrary to what one feels to be wise or sensible).