This study sought to deconstruct gambling task (GT) performance among HIV+ individuals (N = 143) and is intended to capture other cognitive features of task performance (i.e., problem solving and strategy preference). Consistent with our hypotheses, cluster analysis identified three GT groups: a safe/advantageous (AS) strategy group, a risky/disadvantageous (RS) strategy group, and a novel third group who failed to develop a strategy (NS). The NS group performed worst on global neuropsychological performance, processing speed, and executive function. Our results support a novel measure of GT task performance and suggest that failure to develop/implement a strategy reflects cognitive dysfunction.