This article shows how the “problem of moral luck” and Sartre's concept of “bad faith” are mutually illuminating, since both have to do with confusions about how much we control, or are controlled by, our situations. I agree with three recent proposals that the problem of moral luck results from certain epistemic malfunctions. However, I argue that the problem cannot be dissolved by overcoming these malfunctions because they are rooted in bad faith. Against the currently dominant interpretation, I argue that bad faith is an inescapable condition of human being because, while we are both free and factical, we can only exist as one or the other at once (much as a “duck-rabbit” drawing can only be seen as duck or rabbit), thus always keeping an aspect of our nature hidden (though in plain sight) from ourselves.