The increasing success of the evidence-based policy movement is raising the demand of empirically informed decision making. As arguably any policy decision happens under conditions of uncertainty, following our best available evidence to reduce the uncertainty seems a requirement of good decision making. However, not all the uncertainty faced by decision makers can be resolved by evidence. In this paper, we build on a philosophical analysis of uncertainty to identify the boundaries of scientific advice in policy decision making. We start by introducing a distinction between empirical and non-empirical types of uncertainty, and we explore the role of two non-empirical uncertainties in the context of policy making. We argue that the authority of scientific advisors is limited to empirical uncertainty and cannot extend beyond it. While the appeal of evidence-based policy rests on a view of scientific advice as limited to empirical uncertainty, in practice there is a risk of over reliance on experts beyond the legitimate scope of their authority. We conclude by applying our framework to a real-world case of evidence-based policy, where experts have overstepped their boundaries by ignoring non-empirical types of uncertainty.