Deciding advantageously in a complex situation is thought to require overt reasoning on declarative knowledge, namely, on facts pertaining to premises, options for action, and outcomes of actions that embody the pertinent previous experience. An alternative possibility was investigated: that overt reasoning is preceded by a nonconscious biasing step that uses neural systems other than those that support declarative knowledge. Normal participants and patients with prefrontal damage and decision-making defects performed a gambling task in which behavioral, psychophysiological, and self-account measures were obtained in parallel. Normals began to choose advantageously before they realized which strategy worked best, whereas prefrontal patients continued to choose disadvantageously even after they knew the correct strategy. Moreover, normals began to generate anticipatory skin conductance responses (SCRs) whenever they pondered a choice that turned out to be risky, before they knew explicitly that it was a risky choice, whereas patients never developed anticipatory SCRs, although some eventually realized which choices were risky. The results suggest that, in normal individuals, nonconscious biases guide behavior before conscious knowledge does. Without the help of such biases, overt knowledge may be insufficient to ensure advantageous behavior.