James Lenman argues that consequentialism fails as a moral theory because it is impossible to predict the long-term consequences of our actions. I agree that it is impossible to predict the long-term consequences of actions, but argue that this does not count as a strike against consequentialism. I focus on the principle of indifference, which tells us to treat unforeseeable consequences as cancelling each other out, and hence value-neutral. I argue that though we cannot defend this principle independently, we cannot do without it in practical rationality. Thus abandoning the principle of indifference would involve abandoning all of rationality, not just consequentialist reasoning. I suggest that we should understand the principle as P. F. Strawson understands inductive reasoning – as being part of rationality.