Can children learn to select the right strategy for a given problem? In one experiment, 9- to 10-year-olds (N = 50), 11- to 12-year-olds (N = 50), and adults (N = 50) made probabilistic inferences. Participants encountered environments favoring either an information-intensive strategy that integrates all available information or an information-frugal strategy that relies only on the most valid pieces of information. Nine- to 10-year-olds but not older children or adults had more difficulties learning to select an information-frugal strategy than an information-intensive strategy. This counterintuitive finding is explained by children’s less developed ability to selectively attend to relevant information, an ability that seems to develop during late childhood. The results suggest that whether a strategy can be considered “easy” depends on the development of specific cognitive abilities.