Humans and animals have the ability to predict future events, which they cultivate by continuously searching their environment for sources of predictive information. However, little is known about the neural systems that motivate this behavior. We hypothesized that information-seeking is assigned value by the same circuits that support reward-seeking, such that neural signals encoding reward prediction errors (RPEs) include analogous information prediction errors (IPEs). To test this, we recorded from neurons in the lateral habenula, a nucleus that encodes RPEs, while monkeys chose between cues that provided different chances to view information about upcoming rewards. We found that a subpopulation of lateral habenula neurons transmitted signals resembling IPEs, responding when reward information was unexpectedly cued, delivered or denied. These signals evaluated information sources reliably, even when the monkey's decisions did not. These neurons could provide a common instructive signal for reward-seeking and information-seeking behavior.