Animals often make decisions in frequently changing environments. This context is ambiguous because animals have no exact knowledge of the probabilities associated to the outcome of their decisions. For economists, ambiguous thus differs from risky, where decision is made with the probabilities associated to each outcome in mind. In humans each context affects differently decision making and this might also be true of species closely related to humans. To study the evolutionary processes underlying decision making, we tested capuchins, macaques, orangutans, gorillas, chimpanzees and bonobos in risky and ambiguous contexts. Subjects played a lottery game where they could gamble (or not) an initial food reward in the hope of obtaining more. Odds of winning and losing (i.e. obtaining less than the initial bet) varied, and were fully accessible to subjects (risky context) or only partially (ambiguous context). Species used analytical reasoning to make their decision, distinguishing between both contexts. Moreover, they used, among other indicators, the number of large visible rewards. Ambiguity was resolved by applying analytic reasoning. Errors of judgment occurred but did not prevail in the decision. These results point at the need to consider the cognitive mechanisms involved when addressing the evolutionary origins of our own decisions.