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For an odd prime p, we say f(X) ∈ F_p[X] computes square roots in F_p if, for all nonzero perfect squares a ∈ F_p, we have f(a)² = a. When p ≡ 3 mod 4, it is well known that f(X) = X^{(p+1)/4} computes square roots. This degree is surprisingly low (and in fact lowest possible), since we have specified (p-1)/2 evaluations (up to sign) of the polynomial f(X). On the other hand, for p ≡ 1 mod 4 there was previously no nontrivial bound known on the lowest degree of a polynomial computing square roots in F_p. We show that for all p ≡ 1 mod 4, the degree of a polynomial computing square roots has degree at least p/3. Our main new ingredient is a general lemma which may be of independent interest: powers of a low degree polynomial cannot have too many consecutive zero coefficients. The proof method also yields a robust version: any polynomial that computes square roots for 99% of the squares also has degree almost p/3. In the other direction, Agou, Deliglése, and Nicolas [Agou et al., 2003] showed that for infinitely many p ≡ 1 mod 4, the degree of a polynomial computing square roots can be as small as 3p/8.