Members of the general population were screened for delusion-proneness using the Peters et al. Delusions Inventory (PDI). Two groups were formed from the participants who scored in the upper and lower quartiles of the PDI and compared on a probability judgment task and on the Need for Closure scale (NFC). The study investigated whether the "jump-to-conclusions" (JTC) reasoning bias, characteristic of deluded participants, could be found in delusion-prone individuals. NFC was investigated as a motivational factor that may correlate with this reasoning bias. Evidence for the existence of the data-gathering, but not the probability judgment, part of the JTC reasoning bias was found in the delusion-prone individuals. This group also scored significantly higher on the NFC scale. As the data-gathering reasoning bias was found in delusion-prone individuals this suggests that it may be involved in the formation, rather than merely the maintenance, of delusional beliefs.