Abstract In this research, we investigated individual differences in the formation and persistence of causal illusions. In a re‐analysis of existing data, we identified two clusters of participants – persistent and adjusting – based on their trajectories in learning from repeated exposure to null contingencies. The persistent cluster maintained stable causal illusions, while the adjusting cluster demonstrated a reduction over time. This re‐analysis provided a nuanced understanding of individual differences in causal learning, emphasizing the differential role of probability estimations in predicting causal judgements. These findings were replicated in a subsequent study, highlighting the robustness of the identified effects. In a pre‐registered study, we extended the paradigm to include a second phase (active phase) to assess how individual differences in causal illusion trajectories in the passive phase would manifest when participants had agency in the information gathering process. The results were consistent with those of the two previous studies and confirmed our primary hypothesis that the adjusting cluster would exhibit a lower tendency to introduce the candidate cause on learning trials, and would, therefore, observe a higher frequency of cause–absent trials. Together, these studies provide comprehensive insights into the underpinnings of causal illusion development and persistence, potentially informing de‐biasing interventions.