Self-control is the capacity to inhibit self-defeating behavior in the face of temptation. The neural basis of self-control remains elusive, due to the difficulty of disentangling self-control from value-based economic choice. To overcome this problem, we designed a novel task for monkeys that allows to identify states of high and low self-control. We found that neurons in the Supplementary Eye Field encode self-control and predict whether and when monkeys give in to temptation. This neuronal activity was present early in the trial, even preceding presentation of choice options. Our findings suggest that Supplementary Eye Field is part of a neuronal circuit exerting proactive self-control, which is crucial for selecting and maintaining the pursuit of costly goals that are beneficial in the long run.