[Objectives] This study delved into the decision-making processes of Golden Snub-nosed Monkeys (Rhinopithecus roxellana) when being confronted with risks and uncertainties. [Methods] We designed a gambling task to examine the choices of three male adolescent monkeys under varying conditions of expected rewards. The subjects were housed in the Asian Primate House of Nanjing Hongshan Forest Zoo. Among the Golden Snub-nosed Monkeys living in the house, three male adolescent monkeys were selected as the experimental subjects, and a self-designed trolley pick-up box was used as the experimental setup, with the left and right positions of the pick-up box as the cues, and small pieces of dried red jujubes as the rewards. The whole experiment was filmed by the video of a portable law enforcement recorder, and it was carried out for a total of 69 experimental days. The experiment presented a “non-gambling” option offering a consistent small reward and a “gambling” option that occasionally delivered a large reward, thereby manipulating the expected value of the gambling option to assess the subjects’ understanding of expected rewards. We employed the Binomial test to assess whether the subjects’ preferences for gambling and non-gambling options were significant or not. IBM SPSS Statistics 25.0 was used for data analysis. [Results] Our findings revealed that the monkeys refrained from choosing the gambling option when its expected value was low and they opted for the gambling option when the expected value was high. Interestingly, when the expected values of both options were equal, the subjects displayed diverse preferences:two preferred the gambling option with occasional large rewards, and the other one preferred the option with stable payoffs, indicating individual variations in risk propensity even under equivalent expected outcomes. Table 2 and Fig. 3 show the choices made by the three subjects during the five phases and 69 experimental days throughout the experiment. [Conclusion] The results align with the expected utility hypothesis, suggesting that the monkeys make choices to maximize their expected utility, contradicting the loss aversion hypothesis. The findings enhance our comprehension of decision-making behaviors in non-human primates and offers scientific insights for the conservation and behavioral management of Golden Snub-nosed Monkeys.