The zero-error feedback capacity of the Gel’fand–Pinsker channel is established. It can be positive even if the channel’s zero-error capacity is zero in the absence of feedback. Moreover, the error-free transmission of a single bit may require more than one channel use. These phenomena do not occur when the state is revealed to the transmitter causally, a case that is solved here using Shannon strategies. Cost constraints on the channel inputs or channel states are also discussed, as is the scenario where—in addition to the message—also the state sequence must be recovered.