“Misfortunes never come singly” is a saying common in different languages and historical contexts. Could this proverb reflect more than irrational superstitions? We draw from two frameworks, the fast-and-frugal heuristics approach to decision making, and the rational analysis of cognition. The former prompts us to conceptualize the proverb as a simple but smart heuristic that may be adapted to statistical regularities in decision-making environments, and the latter offers a method for studying such environments. Analyzing the pattern of humanitarian disasters between 2000 and 2022, we find that the probability of observing a new disaster in a country increases with the frequency of new disasters observed in the previous 100 days in that country. We propose a research agenda to study the ecological rationality of proverbs. Our results are also potentially relevant to humanitarian analysts.