I argue for a new operationalization of attention as a process of information selection that is endogenous, rather than exogenous, to decision-makers’ goals and constraints. Traditional accounts postulate that attention is captured in a “bottom-up” fashion by external sensory stimuli or in a “top-down” fashion by external experimental instructions. In contrast, recent studies of information-demand provide a powerful alternative view whereby attention is allocated endogenously to serve a decision-maker’s goals, and is subject to the decision-maker’s knowledge, biases, and constraints. I review neurophysiological evidence supporting this view, with a focus on optimal and potentially suboptimal forms of attention allocation aimed to reduce uncertainty and enhance reward gains.