When people are confronted with multiple tasks, how do they decide which task to do first? Normatively, priority should be given to the most efficient task (i.e., the task with the best cost/benefit ratio). However, we hypothesize that people consistently choose to address smaller (involving less work) tasks first, and continue to focus on smaller tasks, even when this strategy emerges as less efficient, a phenomenon we term the “smaller tasks trap”. We also hypothesize that the preference for the smaller tasks is negatively related to individual differences in the tendency for rational thinking. To test these hypotheses, we developed a novel paradigm consisting of an incentive-compatible task management game, in which participants are saddled with multiple tasks and have to decide how to handle them. The results lend weight to the smaller tasks trap and indicate that individual differences in rational thinking predict susceptibility to this trap. That is, participants low in rational thinking preferred to start with a smaller (vs. larger) task and focused more on the smaller tasks regardless of their efficiency. Consequently, their overall performance in the task management game was significantly lower. We discuss the theoretical and practical implications of these findings and suggest possible interventions that may help people improve their task management.