Evidence is typically consistent with more than one hypothesis. How do we decide which hypothesis to pursue (e.g., to subject to further consideration and testing)? Research has shown that explanatory considerations play an important role in learning and inference: we tend to seek and favor hypotheses that offer good explanations for the evidence we invoke them to explain. Here we report three studies testing the proposal that explanatory considerations similarly inform decisions concerning pursuit. We find that ratings of explanatory goodness predict pursuit (though to a lesser extent than they predict belief), and that these effects hold after adjusting for subjective probability. These findings contribute to a growing body of work suggesting an important role for explanatory considerations in shaping inquiry.