Decision-making in humans is known to be subject to several biases. For instance, when facing bets, humans demonstrate some asymmetry concerning their preference for the riskiest option depending on whether stakes involve potential gains or potential losses. They are indeed risk-averse for bets involving gains but risk seeking for bets involving losses. They also exhibit a distorted perception of probabilities. It is not clear whether non-human primates exhibit the same biases. Setting up a protocol that allowed two rhesus monkeys to make choices between lotteries involving either gains or losses, we demonstrated that rhesus monkeys facing bets exhibited an asymmetry in the treatment of gains and losses comparable with that of humans.