Background: Substance use disorders (SUDs) are a major public health risk. However, mechanisms accounting for continued patterns of poor choices in the face of negative life consequences remain poorly understood. Methods: We use a computational (active inference) modeling approach, combined with multiple regression and hierarchical Bayesian group analyses, to examine how treatment-seeking individuals with one or more SUDs (alcohol, cannabis, sedatives, stimulants, hallucinogens, and/or opioids; N = 147) and healthy controls (HCs; N = 54) make choices to resolve uncertainty within a gambling task. A subset of SUDs (n = 49) and HCs (n = 51) propensity-matched on age, sex, and verbal IQ were also compared to replicate larger group findings. Results: Results indicate that: (a) SUDs show poorer task performance than HCs (p=.03, Cohen's d = .33), with model estimates revealing less precise action selection mechanisms (p=.004, d = .43), a lower learning rate from losses (p=.02, d = .36), and a greater learning rate from gains (p=.04, d = .31); and (b) groups do not differ significantly in goal-directed information seeking. Conclusions: Findings suggest a pattern of inconsistent behavior in response to positive outcomes in SUDs combined with a tendency to attribute negative outcomes to chance. Specifically, individuals with SUDs fail to settle on a behavior strategy despite sufficient evidence of its success. These learning impairments could help account for difficulties in adjusting behavior and maintaining optimal decision making during and after treatment.