The central question in this paper is: Who (or what) constructs anticipations? I challenge the (tacit) assumption of Rosen’s standard definition of anticipatory systems according to which the cognitive system actively constructs a predictive model based on which it carries out anticipations. My arguments show that so-called implicit anticipatory systems are at the root of any other form of anticipatory systems as the nature of the “decision maker” in the latter cannot be a conscious one.