Predictive approaches to the mind claim that perception, cognition, and action can be understood in terms of a single framework: a hierarchy of Bayesian models employing the computational strategy of predictive coding. Proponents of this view disagree, however, over the extent to which perception is direct on the predictive approach. I argue that we can resolve these disagreements by identifying three distinct notions of perceptual directness: psychological, metaphysical, and epistemological. I propose that perception is plausibly construed as psychologically indirect on the predictive approach, in the sense of being constructivist or inferential. It would be wrong to conclude from this, however, that perception is therefore indirect in a metaphysical or epistemological sense on the predictive approach. In the metaphysical case, claims about the inferential properties of constructivist perceptual mechanisms are consistent with both direct and indirect solutions to the metaphysical problem of perception (e.g. naïve realism, representationalism, sense datum theory). In the epistemological case, claims about the inferential properties of constructivist perceptual mechanisms are consistent with both direct and indirect approaches to the justification of perceptual belief. In this paper, I demonstrate how proponents of the predictive approach have conflated these distinct notions of perceptual directness and indirectness, and I propose alternative strategies for developing the philosophical consequences of the approach.