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Patients with obsessive compulsive disorder (OCD) present as risk-averse and avoidant of feared stimuli, yet the literature examining risk aversion in OCD is conflicting. One possible explanation is that patients may exhibit aversion only on ambiguous tasks where the likelihood of possible outcomes is unknown. To test this idea, the current study assigned 30 patients with OCD versus 30 non-psychiatric controls (NPC) to conditions of known versus unknown risk (i.e., probabilities) on the Beads Task. Importantly, the task involved real financial stakes. We also examined self-reported intolerance of uncertainty (IU) as a mechanism. Results revealed a significant risk information?×?group interaction for certainty about the decision. Specifically, while NPCs felt significantly less certain on the unknown risk (versus known risk) task, the OCD group felt uncertain regardless of risk information. Results also revealed a significant main effect of group for distress after deciding, such that the OCD group was more distressed across all task versions compared to NPCs. Elevated trait IU was associated with higher task-related distress. Results indicate that even when patients with OCD are given information about likelihoods, they still feel uncertain and experience distress. Findings have clinical implications for addressing risk aversion and ambiguity/uncertainty in treatment.