We present a method to stop the evaluation of a prediction process when the result of the full evaluation is obvious. This trait is highly desirable in prediction tasks where a predictor evaluates all its features for every example in large datasets. We observe that some examples are easier to classify than others, a phenomenon which is characterized by the event when most of the features agree on the class of an example. By stopping the feature evaluation when encountering an easy- to-classify example, the predictor can achieve substantial gains in computation. Our method provides a natural attention mechanism for linear predictors where the predictor concentrates most of its computation on hard-to-classify examples and quickly discards easy-to-classify ones. By modifying a linear prediction algorithm such as an SVM or AdaBoost to include our attentive method we prove that the average number of features computed is O(sqrt(n log 1/sqrt(delta))) where n is the original number of features, and delta is the error rate incurred due to early stopping. We demonstrate the effectiveness of Attentive Prediction on MNIST, Real-sim, Gisette, and synthetic datasets.