We have all been told at some point that the Mariana Trench is the deepest place in the ocean, but is that really true? More than 80% of the world's oceans are unexplored, so couldn't there be a much deeper place?
Short answer : yes
Challenger Deep was discovered by (and named after) HMS Challenger in 1875. This was the world's first true oceanic scientific voyage. They took a LOT of soundings but compared to the size of the oceans they were merely lots of pin-pricks. So your doubt would have been well founded in the pre-satellite era.
Nowadays bathymetry is measured using ship sonar, and satellites (typically radar to measure the sea surface to measure gravity). The latter would definitely identify potential candidates on a global scale - there aren't any.
All of the deepest locations are in subduction zones/trenches, where one tectonic plate is being dragged under another one. The greater the angle of subduction the greater the potential for depth of a trench associated with the subduction zone. The deepest zones have subduction angles greater than 70 degrees.
The angle of subduction for the Mariana Trench is the steepest known so far. Such angles only occur where "Earth's oceanic crust and lithosphere are old and thick and have, therefore, lost buoyancy".
The oceanic crust of the Mariana Trench is from the Jurassic age and is among the oldest crusts on Earth.
For an ocean trench to be deeper than the Mariana Trench its geology would need to be of similar age.