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Suppose you decide or promise to do something that you have evidence is difficult to do. Should you believe that you will do it? On the one hand, if you believe that you will do it, your belief goes against the evidence—since having evidence that it’s difficult to do it constitutes evidence that it is likely that you won’t do it. On the other hand, if you don’t believe that you will do it but instead believe, as your evidence suggests, that it is likely that you will fail, your decision is not serious and your promise is not sincere. This problem—I call it the Epistemological Problem of Difficult Action—is a pressing philosophical problem that each of us faces. In this paper I consider several possible responses to it. I conclude that the right response is to say that we should believe against the evidence. Cases in which we decide or promise to do something that we have evidence is difficult to do are the best counterexamples to evidentialism.