Incidental emotions, which are irrelevant to the ongoing decision, play a significant role in decision-making processes. In this study, we investigated the influence of specific incidental emotions on behavioral, psychological, and electrophysiological responses during the process of decision making. Participants finished a forced-choice gambling task, during which incidental emotions (anger/fear/happiness) were elicited by recalling emotional experiences. Behavioral and event-related potential (ERP) data were recorded in the experiment. Behavioral results showed that risk preference was weaker in the fearful condition than in the angry and happy conditions, but emotional feelings to outcome feedback were not influenced by incidental emotions. The feedback-related negativity (FRN) amplitude was larger in the fearful condition than in the angry, happy, and neutral conditions for large outcomes, whereas there was no difference between the four conditions for small outcomes. In addition, the influence of outcome magnitude (small/large) on the P3 amplitude was stronger in the fearful condition than in the angry, happy, and neutral conditions. We suggest that incidental fear elicits risk-avoidant behavior (manifested in behavioral choices), stronger motivation (manifested in the FRN amplitude) and cognitive resources (manifested in the P3 amplitude) for risky outcomes of decision making unconsciously (indicated by unchanged subjective emotional experiences). The current findings have expanded our understanding of the role of specific incidental emotions in decision making.