A variety of conceptualizations of psychological uncertaintyexist. From an information-theoretic perspective, probabilisticuncertainty can be formalized as mathematical entropy. Cog-nitive emotion theories posit that uncertainty appraisals andmotivation to reduce uncertainty are modulated by emotionalstate. Yet little is known about how people evaluate proba-bilistic uncertainty, and about how emotional state modulatespeople’s evaluations of probabilistic uncertainty and behaviorto reduce probabilistic uncertainty. We tested intuitive entropyevaluations and entropy reduction strategies across four emo-tion conditions in the Entropy Mastermind game. We used theunified Sharma-Mittal space of entropy measures to quantifyparticipants’ entropy evaluations. Results suggest that manypeople use a heuristic strategy, focusing on the number of pos-sible outcomes, irrespective of the probabilities in the proba-bility distribution. This result is surprising, given that previouswork suggested that people are very sensitive to the maximumprobability when choosing queries on probabilistic classifica-tion tasks. Emotion induction generally increased participants’heuristic assessment. The uncertainty associated with emo-tional states also affected game play: participants needed fewerqueries and spent less time on games in high-uncertainty thanin low-uncertainty emotional states. Yet entropy perceptionswere not related to subjectively reported uncertainty, numer-acy or entropy knowledge, suggesting that entropy perceptionsmay form an independent psychological construct.