Sensation-seeking (SS) is characterised by a proclivity for intense experiences and disregard for potential aversive consequences. While SS is implicated as a vulnerability factor in various mental disorders, the underlying mechanisms remain elusive. Recent approaches propose an alternative perspective, suggesting that SS may be linked to highly explorative, and therefore risky, behaviours driven by a preference for informative environments. To probe this hypothesis, we reanalysed a dataset where participants chose to self-administer or avoid mild electric stimulation (MES) in an economic decision-making task. Contrary to previous interpretations associating higher sensation-seeking with the positive economic value of experiencing MES, Bayesian models of learning reveal an alternative account: sensation-seekers are more attuned to information about stimuli-shock contingencies. Specifically, high sensation-seeking individuals are less avoidant of information about the possibility of a shock, supporting the idea that sensation-seeking is linked to a preference for informative environments.