During natural behavior, animals actively gather information that is relevant for learning or actions; however, the mechanisms of active sampling are rarely investigated. We tested parietal neurons involved in oculomotor control in a task in which monkeys made saccades to gather visual information relevant to a subsequent action. We show that the neurons encode, before the saccade, the information gain (reduction in decision uncertainty) that the saccade was expected to bring for the following action. Sensitivity to information gain correlates with the monkeys' efficiency at processing the information in the post-saccadic fixation, but is independent of neuronal reward sensitivity. Reward sensitivity, in turn, is unreliable across task contexts, inconsistent with the view that the cells encode economic utility. The findings suggest that parietal cells involved in oculomotor decisions show uncertainty-dependent boosts of neural gain that facilitate the implementation of active sampling policies, including the selection of relevant cues and the efficient use of the information delivered by these cues.