The Millennium Development Goals (MDGs) are often critiqued as a strategy of social engineering. This analysis would seem to be supported by the case of the Millennium Villages Project (MVP), the world's leading programme for the achievement of the MDGs. At the level of its discursive articulation, the MVP appears as a scientific ‘proof of concept’ for the comprehensive engineering of neoliberal social orders. But its evaluation methodology has been widely criticised for a lack of scientific rigour, and field research that I conducted in the Ruhiira Millennium Village in Uganda in 2013 revealed serious problems of implementation. I argue that the MVP is better understood not as a strategy of social engineering but as the staging of a social fantasy in which the constitutive antagonisms of capitalist development are concealed. In this fantasy space, the MDGs function to fill the gap between the promise of development and the impossibility of capitalism without poverty.