This paper discusses the location of zeros of polynomials in a polynomial sequence {Pn(z)}∞n=1 generated by a three-term recurrence relation of the form Pn(z)+B(z)Pn−1(z)+A(z)Pn−k(z)=0 with k>2 and the standard initial conditions P0(z)=1, P−1(z)=P−k+1(z)=0, where A(z) and B(z) are arbitrary coprime real polynomials. We show that there always exist polynomials in {Pn(z)}∞n=1 with nonreal zeros.