Although the Dublin Regulation aims to prevent secondary movements within Europe, refugee flows from Italy toward northern Europe persist. Existing literature has investigated the relationship between refugee flows, policies, and other macro socioeconomic and cultural factors but the individual decision making underlying refugee mobility is relatively unexplored. Based on my ethnographic research, this article investigates how Eritrean refugees in Italy decide to move toward other European countries. It will be argued that refugees' decisions can be analyzed by using conceptual tools borrowed from the study of gambling and that they tend to be little (if at all) affected by policy constraints.