In uncertain environments, seeking information about the accuracy of alternative strategies is essential for adapting behavior to changes in task contingencies. However, information seeking often co-occurs with changes-of-mind about the perceived accuracy of the current strategy, making it difficult to isolate its specific mechanisms. Here we leveraged the fact that genuine information seeking requires instrumental control to study its cognitive signatures in an adaptive decision-making task tested with and without control. We found that changes-of-mind occurring in controllable environments require more evidence against the current strategy, are associated with reduced confidence, but are nevertheless more likely to be confirmed on the next decision. Computational modelling explained these effects of information seeking through a decrease in the perceived volatility of controllable environments, resulting in stronger and more prolonged effects of changes-of-mind on cognition and behavior. Together, these findings explain the high degree of subjective uncertainty associated with information seeking.