Kajii and Morris (J. Econ. Theory 1998, 267-276) provide necessary and sufficient conditions for two priors to be strategically close. The restrictiveness of these con- ditions establishes that strategic behavior can be highly sensitive to the assumed prior. Their results thus recommend care in the use of priors in economic modelling. Unfortunately, their proof of a central proposition fails for zero probability types. This comment corrects their proof to account for these cases. —Keywords: Journal of Economic Literature Classification Numbers: C72, D82 —Citation: Casey Rothschild (2005). Payoff continuity in incomplete information games: a comment. Journal of Economic Theory, 120, 270-274.