Teaching probability can help reduce gambling-related cognitive distortions. Common gambling-related cognitive distortions include the illusion of control, predictive control, and interpretive bias. The researchers evaluated a school-based prevention intervention. The goal of the intervention was to reduce gambling-related cognitive distortions in adolescents at risk for gambling problems. A total of 72 adolescents in Italy participated in this experimental study. Among them, 22 students completed training on gambling and probability. The other 50 students did not complete training. Students who took the training had lower cognitive distortions (i.e., illusion of control, predictive control, and interpretative bias) at the end of the intervention. But there was no change in cognitive distortions for students who did not take the training.