In the natural environment, when an animal encounters a stimulus that signals the absence of food—a ‘bad-news’ stimulus—it will most likely redirect its search to another patch or prey. Because the animal does not pay the opportunity cost of waiting in the presence of a bad-news stimulus, the properties of the stimulus (e.g., its duration and probability) may have little impact in the evolution of the decision processes deployed in these circumstances. Hence, in the laboratory, when animals are forced to experience a bad-news stimulus they seem to ignore its duration, even though they pay the cost of waiting. Under certain circumstances, this insensitivity to the opportunity cost can lead to suboptimal preferences, such as a preference for an option yielding a low rather than a high rate of reinforcement. In 2 experiments, we tested Vasconcelos, Monteiro, and Kacelnik’s (2015) assumption that, if given the opportunity, animals will escape the bad-news stimulus. To predict when an escape response should occur, we incorporated ideas from the prey choice model into Vasconcelos et al. (2015) model and made 2 novel predictions. Namely, both longer intertrial intervals and longer durations of signals predicting food or no food should lead to higher proportions of escape responses. The results of 2 experiments with pigeons supported these predictions.