In this work we prove a linear worst-case lower bound on the size of any index that reports the location (if any) of a substring in the text in time proportional to the length of the pattern. In other words, an index supporting linear-time substring searches requires about as much space as the original text. Here “time” is measured in the number of bit probes to the text; an arbitrary amount of computation may be done on an arbitrary amount of the index. Our lower bound applies to inverted word indices as well.