Perception can’t have disjunctive content. Whereas you can think that a box is blue or red, you can’t see a box as being blue or red. Based on this fact, I develop a new problem for the ambitious predictive processing theory, on which the brain is a machine for minimizing prediction error, which approximately implements Bayesian inference. I describe a simple case of updating a disjunctive belief given perceptual experience of one of the disjuncts, in which Bayesian inference and predictive coding pull in opposite directions, with the former implying that one’s confidence in the belief should increase, and the latter implying that it should decrease. Thus, predictive coding fails to approximately implement Bayesian inference across the interface between belief and perception.