Accuracy-first epistemology aims to show that the norms of epistemic rationality can be derived from the effective pursuit of accuracy. This paper explores the prospects within accuracy-first epistemology for vindicating “modesty”: the thesis that ideal rationality permits uncertainty about one’s own rationality. I argue that accuracy-first epistemology faces serious challenges in accommodating three forms of modesty: uncertainty about what priors are rational, uncertainty about whether one’s update policy is rational, and uncertainty about what one’s evidence is. I argue that the (...) problem stems from the representation of epistemic decision problems. The appropriate representation of decision problems, and corresponding decision rules, for (diachronic) update policies should be a generalization of decision problems and decision rules for (synchronic) coherence. I argue that extant accounts build in conflicting assumptions about which kinds of information about the believer should be used to structure epistemic decision problems. In particular, extant accounts of update build in a form of epistemic consequentialism. Related forms of epistemic consequentialism have been shown to generate problems for accuracy-first epistemology’s purported justifications of probabilism, conditionalization, and the principal principle. These results are vindicated only with nonconsequentialist epistemic decision theories. I close with suggestive examples of how, with a fully nonconsequentialist representation of epistemic decision problems, accuracy-first epistemology can allow for rational modesty. (shrink)