Behavior varies from trial to trial even when the stimulus is maintained as constant as possible. In many models, this variability is attributed to noise in the brain. Here, we propose that there is another major source of variability: suboptimal inference. Importantly, we argue that in most tasks of interest, and particularly complex ones, suboptimal inference is likely to be the dominant component of behavioral variability. This perspective explains a variety of intriguing observations, including why variability appears to be larger on the sensory than on the motor side, and why our sensors are sometimes surprisingly unreliable.