In the Monty Hall Dilemma (MHD), three doors are presented with a prize behind one and participants are instructed to choose a door. One of the unchosen doors is then shown to not have the prize and the participant can choose to stay with their door or switch to the other one. The optimal strategy is to switch. Herbranson and Schroeder (2010) found that humans performed poorly on this task, whereas pigeons learned to switch readily. However, we found that pigeons learned to switch at level only slightly above humans. We also found that pigeons stay nearly exclusively when staying is the optimal strategy and when staying and switching are reinforced equally (Stagner, Rayburn-Reeves, & Zentall, 2013). In Experiment 1, rats were trained under these same conditions to observe if possible differences in foraging strategy would influence performance on this task. In Experiment 2, pigeons were trained in an analogous procedure to better compare the two species. We found that both species were sensitive to the overall probability of reinforcement, as both switched significantly more often than subjects in a group that were reinforced equally for staying and switching and a group that was reinforced more often for staying. Overall, the two species performed very similarly within the parameters of the current procedure.