The subthalamic nucleus (STN) is known to play a role in the control of impulsivity of action and in impulsivity of choice under certain conditions. In order to assess its influence on decision-making under uncertainty, we have tested here the effects of bilateral STN lesions in rats performing a probability discounting task (PDT) and a "loss-chasing" task, both tasks assessing risky decision under uncertainty, but one in a positive context (probability to obtain a larger reward) and the other in a negative context (risk for a larger loss). The PDT measures the choice between a small certain and a large uncertain reward. Conversely, in the "loss-chasing" task, animals choose between accepting a small certain loss versus risking a larger but uncertain penalty. The results show that STN lesions reduce risk-taking in both the PDT and the loss-chasing task, suggesting that STN inactivation could decrease risky decision-making whatever the nature of the outcome in an ambiguous context. Interestingly, opposite results were found in a small number of animals for which the lesions extended to the area dorsal to the STN (in the zona incerta), such that these animals increased choice of the uncertain option in the PDT. These results confirm the specificity of STN involvement in these processes and may provide explanations for some side-effects reported in patients when STN manipulations extend to the Zona Incerta. They also support the choice of the STN as a target for the treatment of impulse control disorders in Parkinson's disease and in obsessive compulsive disorders.