People who experience delusions have been found to request less information prior to making a decision than control participants on tasks that are unrelated to the theme of the delusion (Huq, Garety & Hemsley, 1988). Two studies investigated whether people with delusions have an absolute deficit in reasoning or a more specific data‐gathering bias. In Expt 1, 12 people with delusions, 12 people with depression and 12 normal controls were shown the results of spinning a supposedly biased coin. The evidence provided varied in the number of heads to tails. In normal controls a high ratio of head to tails produces a high estimate that the coin is biased. In this experiment, where the evidence gathered was predetermined by the experimenter, all groups of participants were shown to reason in a similar way. Experiment 2 tested whether a difference would exist between the groups in conditions where participants were free to determine the amount of evidence seen, in contrast to when all of them viewed the same evidence. Two jars of beads in opposite but equal ratios (e.g. 85:15, 15:85) were shown to 15 people with delusions, 15 with depression and 15 normal controls. On the basis of beads being drawn one at a time, it was the participants' task to determine which jar they came from. When free to decide when they wished, people with delusions decided on the basis of less evidence than the other groups. However, as in Expt 1, the group with delusions did not differ when made to view the same amount of beads as other participants. Therefore, people with delusions have a data‐gathering bias rather than a difficulty in employing the data in reasoning. This ‘jump to conclusions' bias generalized to a less discriminable ratio of beads (60:40), and was not a consequence of impulsiveness or memory deficit.