The existence of barren plateaus has recently revealed new training challenges in quantum machine learning (QML). Uncovering the mechanisms behind barren plateaus is essential in understanding the scope of problems that QML can efficiently tackle. Barren plateaus have recently been shown to exist when learning global properties of random unitaries, which is relevant when learning black hole dynamics. Establishing whether local cost functions can circumvent these barren plateaus is pertinent if we hope to apply QML to quantum many-body systems. We prove a no-go theorem showing that local cost functions encounter barren plateaus in learning random unitary properties.