We investigate decision-making behaviour in all four non-human great ape species. Apes chose between a safe and a risky option across trials of varying expected values. All species chose the safe option more often with decreasing probability of success. While all species were risk-seeking, orangutans and chimpanzees chose the risky option more often than gorillas and bonobos. Hence all four species' preferences were ordered in a manner consistent with normative dictates of expected value, but varied predictably in their willingness to take risks.