Emotional distress and reasoning biases are two factors known to contribute to delusions. As a step towards elucidating mechanisms underlying delusions, the main aim of this study was to evaluate a possible “jumping to new conclusions” reasoning bias in healthy people with delusional ideation and its association with emotions. We surveyed 80 healthy participants, measuring levels of depression, anxiety, cognitive error and delusional ideation. Participants completed two versions of the beads task to evaluate their reasoning style. Results showed that people with delusional ideation reached a conclusion after less information, as expected. Interestingly, they also tended to change their conclusions more often than people without delusional ideation and did so with greater conviction. Depression and cognitive errors were strong predictors of delusional ideation but not of reasoning style. We conclude that delusional ideation in non-psychotic individuals is independently predicted by depressive symptoms and by a high conviction in new conclusions.