Myopic loss aversion is an important concept in behavioral economics, referring that more frequently investors evaluate its return on investment, more often they will change their investment decisions and less input in risky assets. Since it was put forward, researchers have been focusing on the evaluation period and investment horizon. A common feature of all the literature was that investment decisions were taken under risk, since individuals knew the probabilities of the tasks they were betting upon. However, it was almost impossible to know precisely the probabilities in real markets. Based on the contradiction, the present study discussed the influence of task probability on myopic loss aversion, including probability level and ambiguity. The assumptions of the present paper as follows: H1, task probability level had a remarkable influence on myopic loss aversion; H2, probability ambiguity also had a significant influence on myopic loss aversion. 　　　Experiment 1 used a random sampling method, employing 69 undergraduate students from domestic university. Besides, the experimental process was presented on the computer monitor, and participants would make risk decision one by one independently before the computer screen in a quiet laboratory without distractions. The experiment 1 adopted a 2 (evaluation frequency: high vs. low) × 3 (probability level: high vs. medium vs. low) mixed design. In Experiment 2, the win probability was replaced by a letter “p” while the loss probability was replaced by “1-p”. The study expanded the experiment 1 findings with 2 (valuation frequency: high vs. low) × 2 (probability level: high vs. low) between-subject design. A total of 380 undergraduate students were recruited. The other processes were the same as experiment 1. 　　　The results showed that both experiments did not find the main effects of evaluation frequency on myopic loss aversion (in experiment 1: F(1, 69)=1.067, p=0.305; in experiment 2: F(1, 330)=0.000, p=0.985), while the main effects of probability level were all remarkable (in experiment 1: F(2, 138)=60.306, p<0.01; in experiment 2: F(1, 330)=12.098, p<0.01). In experiment 1, the interaction effect of the valuation frequency and probability level was significant (F(2, 138)=4.122, p<0.05). The simple effect analysis found that myopic loss aversion only occurred in the medium loss probability task, while did not exist in both high and low loss probability task. Experiment 2 showed that the interaction effect of such two variables was also significant (F(1, 330)=10.253, p<0.01). The simple effect analysis found if the probability information was ambiguity, individuals would exhibit myopic loss aversion in the high loss probability task and reverse myopic loss aversion in the low loss probability task. Those results indicated that ambiguity could expand the influence of myopic loss aversion. 　　　These results suggested that myopic loss aversion was not a common phenomenon in market. The influence of myopic loss aversion was dependent on the rates of financial asserts. Specifically, it only occurred in the medium loss probability. However, the influence of myopic loss aversion would expand when the probability was ambiguity, which suggested us gaining more information before decision-making to weaken the negative side of such influence.