Background: The aspiration to use evidence to enhance the legitimacy and effectiveness of policies is widely shared but often falls short. A common explanation for failure is the presence of barriers to utilising evidence or the inadequacies of the evidence available to policy makers. Aims and objectives: The article examines how and why evidence-based policies sometimes fail to enhance policy performance, through a comparative analysis of evidence-based management in Danish public school and active labour market policies after 2000. The two cases are characterised by similar policy performance problems but vary in terms of evidence-based management styles and responses from public service professionals. Methods: The article relies on document analysis and expert interviews with civil servants and key stakeholders to explain how and why evidence-based policies fail to improve policy performance in the two cases. Findings: We find that evidence-based policy making did not resolve performance problems in either case, though for different reasons. In public school policy, conflict over the 2014 Public School Reform impacted negatively on its implementation despite efforts to incorporate evidence in its design. In active labour market policy, evidence-based policies were imposed on job centres and institutionalised in key performance indicators, but over time critique of processual requirements and indignified casework accumulated and contributed towards a political decision to reform job centres. Discussion and conclusion: We advocate for setting realistic expectations about the potential of evidence in resolving policy performance problems and caution against overstating the 'dream' of evidence-based policy making.