We show that the entropy of a message can be tested in a device-independent way. Specifically, we consider a prepare-and-measure scenario with classical or quantum communication, and develop two different methods for placing lower bounds on the communication entropy, given observable data. The first method is based on the framework of causal inference networks. The second technique, based on convex optimization, shows that quantum communication provides an advantage over classical communication, in the sense of requiring a lower entropy to reproduce given data. These ideas may serve as a basis for novel applications in device-independent quantum information processing.