In this paper we experimentally explore how lying changes when its consequences are not certain. We argue that, when consequences are not certain, lying is morally less costly because the action of lying does not mechanically result in the obtainment of the benefit and this produces a lower feeling of responsibility in case the benefit is obtained. Moreover, we argue that the smaller the impact of lying on the probability to obtain the benefit the lower is the feeling of responsibility. We test our predictions using a modified die-under-the-cup task where misreporting, rather than delivering a higher payoff, increases the likelihood to get a prize. Overall we have four treatments where the reported outcome affects the probability to get a prize to a different extent. Contrary to our prediction, we do not observe any treatment difference suggesting that lying is independent to the extent to which it increases the probability to get a benefit. This result suggests that the willingness to lie to secure a benefit and the willingness to lie to marginally increase the probability to obtain a benefit are very similar.