In this article, we argue that a predictive processing framework may provide elements for a proximate model of play in children and adults. We propose that play is a behaviour in which the agent, in contexts of freedom from the demands of certain competing cognitive systems, deliberately seeks out or creates surprising situations that gravitate towards sweet-spots of relative complexity with the goal of resolving surprise. We further propose that play is experientially associated with a feel-good quality because the agent is reducing surprise faster than expected.We argue that this framework can unify a range of well-established findings in play and developmental research that highlights the role of play in learning, and that casts children as Bayesian learners. The theory integrates the role of positive valence in play (i.e., explaining why play is fun); and what it is to be in a playful mood. Central to the account is the idea that playful agents may create and establish an environment tailored to the generation and further investigation of surprise and uncertainty. Play emerges here as a variety of niche construction where the organism modulates its physical and social environment in order to maximise the productive potential of surprise.