When facing doubt, humans can go back over a performed action in order to optimize subsequent performance. The present study aimed to establish and characterize physiological doubt and checking behavior in non-human primates (NHP). We trained two rhesus monkeys (Macaca mulatta) in a newly designed "Check-or-Go" task that allows the animal to repeatedly check and change the availability of a reward before making the final decision towards obtaining that reward. By manipulating the ambiguity of a visual cue in which the reward status is embedded, we successfully modulated animal certainty and created doubt that led the animals to check. This voluntary checking behavior was further characterized by making EEG recordings and measuring correlated changes in salivary cortisol. Our data show that monkeys have the metacognitive ability to express voluntary checking behavior similar to that observed in humans, which depends on uncertainty monitoring, relates to anxiety and involves brain frontal areas.