Probabilistic inference—the process of estimating the values of unobserved variables in probabilistic models—has been used to describe various cognitive phenomena related to learning and memory. While the study of biological realizations of inference has focused on animal nervous systems, single-celled organisms also show complex and potentially 'predictive' behaviors in changing environments. Yet, it is unclear how the biochemical machinery found in cells might perform inference. Here, we show how inference in a simple Markov model can be approximately realized, in real-time, using polymerizing biochemical circuits. Our approach relies on assembling linear polymers that record the history of environmental changes, where the polymerization process produces molecular complexes that reflect posterior probabilities. We discuss the implications of realizing inference using biochemistry, and the potential of polymerization as a form of biological information-processing.