In the present, the past is more knowable than the future-but people think far more about the future than the past. Both facts derive from the principle that the future can be changed whereas the past cannot. Our theory of pragmatic prospection holds that people think about the future so as to guide actions to bring about desirable outcomes. It proposes that thoughts about the future begin by imagining what one wants to happen, which is thus initially optimistic. A second stage of such prospective thinking maps out how to bring that about, and this stage is marked by consideration of obstacles, requisite steps, and other potential problems, and so it tends toward cautious realism and even pessimism. Pragmatic prospection presents a form of teleology, in which brains can anticipate possible future events and use those cognitions to guide behavior. Toward that end, it invokes meaning, consistent with evidence that thinking about the future is highly meaningful. Prospection often has narrative structure, involving a series of events in a temporal sequence linked together by meaning. Emotion is useful for evaluating different simulations of possible future events and plans. Prospection is socially learned and rests on socially constructed scaffolding for the future (e.g., future dates). Planning is perhaps the most common form of prospection, and it exemplifies all aspects of our theory (including pragmatic utility, meaning, teleological and narrative structure, and sociality). Bracing for bad news and defensive pessimism are strategies that inspire adaptive responses to feared outcomes.