Objective: To evaluate and describe the performance during the learning process of risk-detection versus risk-benefit processing in adolescents diagnosed with ADHD. Method: Thirty-five adolescents with ADHD and 26 paired controls participated. The tests applied are Iowa-type children version paradigm and Stroop test. Results: Adolescents with ADHD exhibited lower risk-benefit processing capacity and lower ability to detect risk selections; main findings also indicate that adolescents with ADHD were slower to learn to avoid risk choices. In addition, they also presented a deficient inhibitory control. Conclusion: Results confirm the presence of a deficit in advantageous choice in adolescents with ADHD. By providing a measure of risk choice—and not only a net score—we show that adolescents with ADHD also fail to avoid risk choices. This deficit is mainly because they are slower in learning how to avoid risk choices, and not simply deficient. Literature is scarce concerning studies with Iowa-type paradigms in samples intregated exclusively by adolescents. More research is needed to clarify the nature of these deficiencies.