Independent groups of Sprague-Dawley rats were found to acquire a win-stay, but not a win-shift, escape resporse in a circular water maze in each of three experiments that varied with respect to swim time and distance prior to escape following an incorrect first choice. The subjects were given pairs of trials: an information trial and a test trial, separated by 10 min. On the information trial the camouflaged escape platform was randomly placed in one of two positions. On the test trial the platform was placed in the same position for the win-stay task and in the opposite position for the win-shift task. Animals that did not acquire either the stay or the shift response perseverated in their responses, consistently going to the same escape location first on both information and test trials. In the fourth experiment, in which win-shift, win-stay, and perseveration all led to escape, all rats perseverated in their responses. It was concluded that response perseveration and win-stay are more natural responses than win-shift for rats in a water escape situation. This finding contrasts with the spontaneous alternation and readily acquired win-shift behavior previously demonstrated in rodents in exploratory and appetitive situations.