We study the high-dimensional uniform prudent self-avoiding walk, which assigns equal probability to all nearest-neighbor self-avoiding paths of a fixed length that respect the prudent condition, namely, the path cannot take any step in the direction of a previously visited site. We prove that the prudent self-avoiding walk converges to Brownian motion under diffusive scaling if the dimension is large enough. The same result is true for weakly prudent walk in dimension d>5. A challenging property of the high-dimensional prudent walk is the presence of an infinite-range self-avoidance constraint. Interestingly, as a consequence of such a strong self-avoidance constraint, the upper critical dimension of the prudent walk is five, and thus greater than for the classical self-avoiding walk.