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The sunk cost effect has been defined as the tendency to persist in an alternative once an investment of effort, time or money has been made, even if better options are available. The goal of this study was to investigate in rats the relationship between sunk cost and the information about when it is optimal to leave the situation, which was studied by Navarro and Fantino (2005) with pigeons. They developed a procedure in which different fixed-ratio schedules were randomly presented, with the richest one being more likely; subjects could persist in the trial until they obtained the reinforcer, or start a new trial in which the most favorable option would be available with a high probability. The information about the expected number of responses needed to obtain the reinforcer was manipulated through the presence or absence of discriminative stimuli; also, they used different combinations of schedule values and their probabilities of presentation to generate escape-optimal and persistence- optimal conditions. They found optimal behavior in the conditions with presence of discriminative stimuli, but non-optimal behavior when they were absent. Unlike their results, we found optimal behavior in both conditions regardless of the absence of discriminative stimuli; rats seemed to use the number of responses already emitted in the trial as a criterion to escape. In contrast to pigeons, rats behaved optimally and the sunk cost effect was not observed.