Although many philosophers have argued that an event is lucky for an agent only if it was suitably improbable, there is considerable disagreement about how to understand this improbability condition. This paper argues for a hitherto overlooked construal of the improbability condition in terms of the lucky agent’s epistemic situation. According to the proposed account, an event is lucky for an agent only if the agent was not in a position to know that the event would occur. It is also explored whether this new account threatens the anti-luck program in epistemology. It is argued that although not detrimental to the anti-luck program, the epistemic account of luck sets certain important limits to its scope and feasibility.