An exciting theory in neuroscience is that the brain is an organ for prediction error minimization (PEM). This theory is rapidly gaining influence and is set to dominate the science of mind and brain in the years to come. PEM has extreme explanatory ambition, and profound philosophical implications. Here, I assume the theory, briefly explain it, and then I argue that PEM implies that the brain is essentially self-evidencing. This means it is imperative to identify an evidentiary boundary between the brain and its environment. This boundary defines the mind-world relation, opens the door to skepticism, and makes the mind transpire as more inferentially secluded and neurocentrically skull-bound than many would nowadays think. Therefore, PEM somewhat deflates contemporary hypotheses that cognition is extended, embodied and enactive; however, it can nevertheless accommodate the kinds of cases that fuel these hypotheses.