We examine the effects of ego depletion on an incentivized decision-making task in which optimal decisions require Bayesian updating of beliefs. In this task, an impulsive reinforcement-based heuristic can either conflict or be aligned with Bayesian updating. According to the limited-resource model of self-control, depleted participants should have difficulties inhibiting the heuristic and commit more decision errors in case of conflict. We conducted 3 studies using different depletion manipulations plus controls with milder versions (as standard in the literature). Only 1 study found the predicted effect in case of conflict. One study found decreased error rates for depleted participants in case of alignment, which is consistent with an increased reliance on the heuristic in this case. We conclude that the effects of self-control depletion in complex decision-making tasks are less systematic and robust than assumed in the literature.