Predictions of poor prognosis for critically ill patients may become self-fulfilling if life-sustaining treatment or resuscitation is subsequently withheld on the basis of that prediction. This paper outlines the epistemic and normative problems raised by self-fulfilling prophecies (SFPs) in intensive care. Where predictions affect outcome, it can be extremely difficult to ascertain the mortality rate for patients if all treatment were provided. SFPs may lead to an increase in mortality for cohorts of patients predicted to have poor prognosis, they may lead doctors to feel causally responsible for the deaths of their patients, and they may compromise honest communication with patients and families about prognosis. However, I argue that the self-fulfilling prophecy is inevitable when life-sustaining treatment is withheld or withdrawn in the face of uncertainty. SFPs do not necessarily make treatment limitation decisions problematic. To minimize the effects of SFPs, it is essential to carefully collect and appraise evidence about prognosis. Doctors need to be honest with themselves and with patients and their families about uncertainty and the limits of knowledge.