We prove a boundary Harnack inequality for nonlocal elliptic operators L in non-divergence form with bounded measurable coefficients. Namely, our main result establishes that if Lu1 = Lu2 = 0 in Ω ∩ B1, u1 = u2 = 0 in B1 ∖Ω, and u1,u2 ≥ 0 in ℝn, then u1 and u2 are comparable in B1/2. The result applies to arbitrary open sets Ω. When Ω is Lipschitz, we show that the quotient u1/u2 is Hölder continuous up to the boundary in B1/2. These results will be used in forthcoming works on obstacle-type problems for nonlocal operators.