The ability to reflect on one's own mental processes, termed metacognition, is a defining feature of human existence. Consequently, a fundamental question in comparative cognition is whether non-human animals have knowledge of their own cognitive states. Here we demonstrate for the first time that rats are capable of metacognition - i.e., they know when they do not know the answer in a duration-discrimination test. Before taking the duration test, rats were given the opportunity to decline the test. On other trials, they were not given the option to decline the test. If rats possess knowledge about whether they know or do not know the answer to the test, they would be expected to decline most frequently on difficult tests and show lowest accuracy on difficult tests that cannot be declined. Our data provide evidence for both predictions and suggest that a non-primate has knowledge of its own cognitive state.