The article considers challenges for man, society and nature, which appeared under the new types of rationality and bring not only the desired achievements but also unintended consequences in the form of side-effects, ambivalences, and vulnerabilities that become more complex. Thus, formal rationality became a factor of transition from traditional societies to industrial ones, which facilitated the establishment of high standards of living, but at the same time had side-effects such as the ‘iron cage’ of bureaucratization that made social relationships impersonal and without binding values. The growing formal rationality produced more complex side-effects such as ‘legitimation crisis’, ‘colonization’ of the essential functions of people’s life-worlds, and dependence on legal and administrative bureaucracies. Formal rationality led to ambivalences: rationalization helped people to adapt to the dynamics of social life but also had irrational consequences - achievements in scientific knowledge and technologies advanced beyond moral limits. Formal rationality gave birth to ‘society of normalization’ and biopower which generated the system of total control in the form of the Panapticon spreading its influence throughout the whole society. McDonaldization as a form of modern formal rationality worsened the situation by producing globally dehumanized nothings. Digital rationality creates objective conditions for complex vulnerabilities to society and nature in the form of ‘normal accidents’ and ‘collateral damage’. The author argues that digital rationality acquires two basic types that are culturally determined: pragmatic type - hybrid rationality rooted in the principles of practical, formal, instrumental rationality and McDonaldization; substantive digital type with an emphasis on human needs and ontological safety. To minimize the vulnerabilities of the pragmatic digital rationality and to avoid the digital ‘iron cage’, the author suggests: rejection of radicalism and pragmatism in relation to digital technologies and artificial intelligence; humanistic modernization; eco-digital policy; interdisciplinary research of complex nonlinear vulnerabilities.