The entropy‐reduction hypothesis claims that the cognitive processing difficulty on a word in sentence context is determined by the word's effect on the uncertainty about the sentence. Here, this hypothesis is tested more thoroughly than has been done before, using a recurrent neural network for estimating entropy and self‐paced reading for obtaining measures of cognitive processing load. Results show a positive relation between reading time on a word and the reduction in entropy due to processing that word, supporting the entropy‐reduction hypothesis. Although this effect is independent from the effect of word surprisal, we find no evidence that these two measures correspond to cognitively distinct processes.