The Monty Hall Dilemma (MHD) is a simple probability puzzle famous for its counterintuitive solution. Participants initially choose among three doors, one of which conceals a prize. A different door is opened and shown not to contain the prize. Participants are then asked whether they would like to stay with their original choice or switch to the other remaining door. Although switching doubles the chances of winning, people overwhelmingly choose to stay with their original choice. To assess how experience and the chance of winning affect decisions in the MHD, we used a comparative approach to test 264 college students, 24 capuchin monkeys, and 7 rhesus macaques on a nonverbal, computerized version of the game. Participants repeatedly experienced the outcome of their choices and we varied the chance of winning by changing the number of doors (three or eight). All species quickly and consistently switched doors, especially in the eight-door condition. After the computer task, we presented humans with the classic text version of the MHD to test whether they would generalize the successful switch strategy from the computer task. Instead, participants showed their characteristic tendency to stick with their pick, regardless of the number of doors. This disconnect between strategies in the classic version and a repeated nonverbal task with the same underlying probabilities may arise because they evoke different decision-making processes, such as explicit reasoning versus implicit learning.