The asymmetry of autonomic arousal for potential losses and gains was assessed by the galvanic skin response (GSR) of participants playing classic and inverted versions of the Monty Hall problem (MHP). In both versions, the prize remained the same (a pen valued at £10 for the right answer), but in the modified version, prizes were received prior to choosing the door. Both experimental groups showed increased levels of GSR while completing the task, demonstrating increased autonomic arousal during the game. However, a robust difference in GSR was detected between classic and inverted versions of the MHP, thus demonstrating the differing autonomic arousal involved in deciding between the alternatives presented by the game. Participants experienced a stronger autonomic response when they could lose the prize than when they could win the prize. This experiment presents the first demonstration of this effect on the MHP. The stronger autonomic arousal for the inverted task may indicate a stronger emotional reaction and/or greater attentional focus than for the standard version of the task. These data demonstrate that potential losses increase arousal in more complex tasks than is typically shown.