Evidence-based policy making has been advocated as much, if not more, for developing as developed countries. However, very little attention has been given to the conditions or prerequisites for evidence-based policy making, and whether these are in general more or less likely to hold in developing countries. We argue that an environment conducive to evidence-based policy making is one in which there are strong incentives for good policies to be adopted, capable institutions to implement them, a wide range of domains within which good policy can be adopted, and a ready supply of well-developed policy proposals. Based on the development literature, our own experience, and the comparison of two countries, Australia and Papua New Guinea, we conclude that these conditions are all more likely to exist in developed than developing countries. Developing countries on the other hand have the advantage of foreign aid. Much foreign aid is dedicated to the purpose of facilitating evidence-based policy making. But we argue that at best this is a partial compensation for the other problems faced by developing countries in striving to base their policies more firmly on sound evidence. While this paper is not a counsel for despair, it is a call for realism. Strengthening institutions or the structure of the economy are long-term endeavours. But the dearth of funding for research and teaching is a constraint that can more readily be lifted, especially with support from donors.