This study compared delusional dimensions and attribution biases along the continuum of psychosis. Participants completed questionnaires on delusion-like beliefs and attributions. Although patients with first-episode psychosis (N = 70) endorsed fewer delusion-like beliefs than non-clinical individuals with psychotic-like experiences (N = 12), they scored highest on delusional conviction, distress and preoccupation, followed by non-clinical individuals with psychotic-like experiences, and then healthy controls (N = 642). Self-serving bias was found in patients and non-clinical individuals with psychotic-like experiences, but not in healthy controls. Personalizing bias for negative events was not significantly different across the three groups. When compared with healthy controls, non-clinical individuals with psychotic-like experiences had an exaggerated self-serving bias, but were not more marked in personalizing bias. Self-serving bias and personalizing bias were both associated with delusional dimensions. However, the association between self-serving bias and number of delusion-like beliefs was stronger among patients than non-clinical participants. Future research could investigate the extent to which self-serving bias, in combination with an appraisal of delusional ideation as convincing, distress, and preoccupying, contributes to the development of clinical delusions.