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We prove that it is impossible to construct a grand unified model, based on a simple gauge group, in four dimensions that leads to the exact MSSM, nor to a singlet extension, and possesses an unbroken R symmetry. This implies that no MSSM model with either a Z_{M>=3}^R or U(1)_R symmetry can be completed by a four-dimensional GUT in the ultraviolet. However, our no-go theorem does not apply to GUT models with extra dimensions. We also show that it is impossible to construct a 4D GUT that leads to the MSSM plus an additional anomaly-free symmetry that forbids the mu term.

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