If you put on weight immediately when you try it, aalley, it probably is water retention. Most fast food fried chicken is brined (soaked in a salty liquid) before cooking to make it juicy, so it's probably pretty high in salt. As pd Rydia said, of course, if you put on weight/stop losing over several days afterward, then it threw you out of ketosis.

I've never had any problem with it, personally, other than pulling the skin off is a big pain.