Neuroheuristics, or Neuristics, is a term issued from the Greek terms neuron (nerve) and heuriskein (to find, to discover). It refers to that branch of Science aimed at exploring the Neurosciences through an ongoing process continuously renewed at each successive step of its advancement towards understanding the brain in its entirety. This chapter presents a neuroheuristic approach to the decision making process, firstly in an animal experiment, in an attempt to investigate the basic processes away from an anthropological perspective, and secondly in a classical neuroeconomic paradigm, the Ultimatum Game (UG). Multiple electrodes for multiple neuronal recordings were chronically implanted in cerebral cortical areas of freely-moving rats trained in a response choice task. Invariant preferred firing sequences appeared in association with the response predicted by the subject or in association with specific errors of decision. We recorded EEG and analyzed event-related potentials of subjects in a two conditions variant of UG where human players acted either as proposers with computer-controlled virtual partners or as responders to offers made by a virtual proposer. A proposer, in contrast to a responder, has to store the future proposed value in short-term memory and engage retrieval processes after getting the responder’s reaction. Our EEG results support the hypothesis that while playing the role of proposers human subjects engage in a specific retrieval process while performing UG.