Full Idea
We have at hand no proof that the axioms of ZFC for set theory will never yield a contradiction, while Gödel's second theorem tells us that such a consistency proof cannot be conducted within ZFC.
Gist of Idea
ZFC could contain a contradiction, and it can never prove its own consistency
Source
Saunders MacLane (Mathematics: Form and Function [1986], p.406), quoted by Penelope Maddy - Naturalism in Mathematics
Book Reference
Maddy,Penelope: 'Naturalism in Mathematics' [OUP 2000], p.29
A Reaction
Maddy quotes this, while defending set theory as the foundation of mathematics, but it clearly isn't the most secure foundation that could be devised. She says the benefits of set theory do not need guaranteed consistency (p.30).