We formulate limits to perception under continuous quantum measurements by comparing the quantum states assigned by agents that have partial access to measurement outcomes. To this end, we provide bounds on the trace distance and the relative entropy between the assigned state and the actual state of the system. These bounds are expressed solely in terms of the purity and von Neumann entropy of the state assigned by the agent, and are shown to characterize how an agent’s perception of the system is altered by access to additional information. We apply our results to Gaussian states and to the dynamics of a system embedded in an environment illustrated on a quantum Ising chain.