Flights into deteriorating weather conditions are a significant cause of fatalities in general aviation accidents. This study investigated whether three common cognitive heuristics (anchoring and adjustment, confirmation, outcome) could lead to cognitive biases that might adversely affect pilots' weather‐related decision making. Study 1 found that weather reports obtained before a flight affected how pilots interpreted weather cues during flights (anchoring and adjustment). Study 2 found no evidence that pilots favoured disconfirmatory evidence over confirmatory evidence when deciding which environmental cues were most useful in deciding whether to continue a flight (confirmation). Study 3 found that pilots interpreted the decisions of pilots who flew into deteriorating weather conditions more favourably when the outcome was positive than when it was negative (outcome). These findings suggest that use of these three cognitive heuristics may lead to pilots continuing to fly into deteriorating weather conditions when the safer option is to divert or turn back. Copyright © 2016 John Wiley & Sons, Ltd.