The balance between the risk of an investment and the achievement of profit is a turning point for success in markets in uncertain environments. The information for the decision making acquires strategic contours for the gain and the maintenance of this balance. The objective of this article is to analyze the dimensions of acquisition and use of information in the practices of Competitive Intelligence in the market characterized by risk. The study examines dimensions regarding the importance, frequency, and influence of information on investment decisions. The research approach is qualitative and exploratory. The method used in data collection consists of in-depth interviews with professionals that operate with the São Paulo Stock Exchange. The results indicate that the Competitive Intelligence practices of the stock market players are influenced by uncertainty in business environments. The greater the perception of uncertainty in the environment, the more information the decision maker will acquire and use for better results.