Building on the growing literature on how physical bodily expressions influence psychological processes, the authors propose that exerting physical strength decreases risk perceptions and increases preference for risky options by increasing perceptions of control or agency. The present research is based on the belief of “no pain, no gain”, that when an individual exerts physical strength and effort, he believes he can be the agent in bringing about the desired outcome. Because of this automatic association between exerting physical strength and the sense of being in control of the outcome, the authors hypothesize that even in situations where the outcome is determined by chance and luck, individuals exerting effort feel they have more control and thus choose riskier, but more desirable, options. Furthermore, this research clarifies the distinction between physical exertion of strength, high- and low-power poses, and psychological power.