A central aim of successive generations of penal reformers and governments has been to reduce the use of imprisonment in relatively less serious cases. In their various guises, pre‐sentence reports (PSRs) have been a key vehicle to promote non‐custodial ‘alternatives’ to the judicial sentencer. Yet, after decades of pursuing this strategy, a significant reduction in prison sentencing remains elusive. This article suggests that the failure of this policy strategy is, at least in part, rooted in its quasi‐market logic. It tends to construct the judicial sentencer as a metaphorical consumer in a penal marketplace, to whom the report writer must convincingly ‘sell alternatives’ to custody. Applying and developing theories of consumption as a cultural practice, it is proposed that, by its very nature, a consumerist model is bound to fail to deliver penal reduction.