It has been suggested that affective states can guide higher level cognitive processes and that such affective guidance may be particularly important when real-life decisions are made under uncertainty. We ask whether affect guides decisions in a laboratory task that models real-life decisions under uncertainty. In the Iowa gambling task (IGT), participants search for monetary payoffs in an uncertain environment. Recent evidence against an affective guidance interpretation of the IGT indicates a need to set a standard for what counts as evidence of affective guidance. We present a novel analysis of IGT, and our results show that participants' galvanic skin response (GSR) reflects an affective process that precedes and guides cognition. Specifically, prior to participants' knowledge of the optimal strategy, their GSRs are significantly higher when they are about to select from a bad deck, relative to a good deck, and this difference in GSR is correlated with a behavioral preference for the good deck.