Humans respond adaptively to uncertainty by escaping or seeking additional information. To foster a comparative study of uncertainty processes, we asked whether humans and a bottlenosed dolphin (Tursiops truncatus) would use similarly a psychophysical uncertain response. Human observers and the dolphin were given 2 primary discrimination responses and a way to escape chosen trials into easier ones. Humans escaped sparingly from the most difficult trials near threshold that left them demonstrably uncertain of the stimulus. The dolphin performed nearly identically. The behavior of both species is considered from the perspectives of signal detection theory and optimality theory, and its appropriate interpretation is discussed. Human and dolphin uncertain responses seem to be interesting cognitive analogs and may depend on cognitive or controlled decisional mechanisms. The capacity to monitor ongoing cognition, and use uncertainty appropriately, would be a valuable adaptation for animal minds. This recommends uncertainty processes as an important but neglected area for future comparative research.