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Live future prediction refers to the task of making predictions about real-world events before they unfold. This task is increasingly studied using large language model-based agent systems, and it is important for building agents that can continually learn from real-world. Just as interactive environments have often driven progress in agents, advancing live future prediction naturally motivates viewing it as a learning environment. Prior works have explored future prediction from several different parts, but have generally not framed it as a unified learning environment. This task is appealing for learning because it can provide a large number of prediction questions grounded in diverse real-world events, while preventing answer leakage. To leverage the advantages of live future prediction, we present FutureWorld, a live agentic reinforcement learning environment that closes the training loop between prediction, outcome realization, and parameters update. In our environment, we take three open-source base models and train them for consecutive days. The results show that training is effective. Furthermore, we build a daily benchmark based on the environment and evaluate several frontier agents on it to establish performance baselines for current agent systems.