Cognitive scientists claim to have discovered a large number of cognitive biases, which have a tendency to mislead reasoners. Might cognitive scientists themselves be subject to the very biases they purport to discover? And how should this alter the way they evaluate their research as evidence for the existence of these biases? In this paper, we posit a new paradox (the ‘Self-Reflexive Bias Paradox’), which bears a striking resemblance to some classical logical paradoxes. Suppose that research R appears to be good evidence for the existence of bias B, but if B exists, then R would have been subject to B. Thus, it seems sensible for the researcher to reject R as good evidence for the existence of B. However, rejecting R for this reason admits the existence of B. We examine four putative cognitive biases and criticisms of them, each of which seem to be subject to self-reflexivity. In two cases, we argue, paradox is avoidable. In the remaining two, we cannot find a way to avoid the paradox, which poses a practical obstacle to scientific inquiry and results in an intriguing theoretical quandary.