A self-fulfilling prophecy in neuroprognostication occurs when a patient in coma is predicted to have a poor outcome, and life-sustaining treatment is withdrawn on the basis of that prediction, thus directly bringing about a poor outcome for that patient. In contrast to the predominant emphasis in the bioethics literature, we look beyond the moral issues raised by the possibility that an erroneous prediction might lead to the death of a patient who otherwise would have lived. Instead, we focus on the problematic epistemic consequences of neuroprognostic SFPs in settings where research and practice intersect. When this sort of SFP occurs, the problem is that physicians and researchers are never in a position to notice whether their original prognosis was correct or incorrect, since the patient dies anyway. Thus, SFPs keep us from discerning false positives from true positives, inhibiting proper assessment of novel prognostic tests. This epistemic problem of SFPs thus impedes learning, but ethical obligations of patient care make it difficult to avoid SFPs. We then show how the impediment to catching false positive indicators of poor outcome distorts research on novel techniques for neuroprognostication, allowing biases to persist in prognostic tests. We finally highlight a particular risk that a precautionary bias towards early withdrawal of life-sustaining treatment may be amplified. We conclude with guidelines about how researchers can mitigate the epistemic problems of SFPs, to achieve more responsible innovation of neuroprognostication for patients in coma.