Harman’s lottery paradox, generalized by Vogel to a number of other cases, involves a curious pattern of intuitive knowledge ascriptions: certain propositions seem easier to know than various higher-probability propositions that are recognized to follow from them. For example, it seems easier to judge that someone knows his car is now on Avenue A, where he parked it an hour ago, than to judge that he knows that it is not the case that his car has been stolen and driven away in the last hour. Contextualists have taken this pattern of intuitions as evidence that ‘knows’ does not always denote the same relationship; subject-sensitive invariantists have taken this pattern of intuitions as evidence that non-traditional factors such as practical interests figure in knowledge; still others have argued that the Harman Vogel pattern gives us a reason to abandon the principle that knowledge is closed under known entailment. This paper argues that there is a psychological explanation of the strange pattern of intuitions, grounded in the manner in which we shift between an automatic or heuristic mode of judgment and a controlled or systematic mode. Understanding the psychology behind the pattern of intuitions enables us to see that the pattern gives us no reason to abandon traditional intellectualist invariantism. The psychological account of the paradox also yields new resources for clarifying and defending the single premise closure principle for knowledge ascriptions.