Investors have limited attention, especially when getting busy. They also possess a capability of fast thinking that requires little, if any, attention, although fast thinking leads to biased judgement and inferior outcome. From a Chinese online peer-to-peer lending market, we document a substantial amount of instant loan bids (i.e., those confirmed within only a few seconds) which help identify fast thinking. We find that lending decisions made within busy working hours with more attention constraint have significantly higher likelihood of being instant and significantly lower investment performance, suggesting that investors are prone to fast thinking when their attention becomes limited.