Many pseudosciences, conspiracy theories and other unfounded belief systems have a self‐sealing nature, being equipped with defence mechanisms and immunizing strategies that protect them against counterevidence and criticism. In this article, we discuss the existence of ‘epistemic black holes’, belief systems which posit intelligent agents that are deliberately evading detection and thus sabotaging any investigation into their existence. These belief systems have the remarkable feature that they predict an absence of evidence in their favour, and even the discovery of counterevidence. The most obvious instances of such epistemic black holes are unfounded conspiracy theories, but examples crop up in other domains as well. We outline the development and cultural evolution of epistemic black holes, drawing from a number of case studies. Most importantly, because of their self‐sealing character and resilience to counterevidence, epistemic black holes suffer from a recurring problem of arbitrariness and proliferating alternatives. Shedding light on how epistemic black holes function can help to inoculate people against their enduring allure.