Abstract: It has become a popular view among non-reductive physicalists that it is possible to devise empirical tests generating evidence for the causal efficacy of the mental, whereby the exclusion worries that have haunted the position of non-reductive physicalism for decades can be dissolved once and for all. This paper aims to show that these evidentialist hopes are vain. I argue that, if the mental is taken to supervene non-reductively on the physical, there cannot exist empirical evidence for its causal efficacy. While causal structures without non-reductive supervenience relations can be conclusively identified in ideal discovery circumstances, it is impossible, in principle, to generate evidence that would favour models with mental causation over models without. Ascribing causal efficacy to the mental, for the non-reductive physicalist, is a modelling choice that must be made on the basis of metaphysical background theories or pragmatic maxims guiding the selection among empirically indistinguishable models.