Previous research has shown that--due to the extensive attention spent to proportional reasoning in mathematics education--many students have a strong tendency to apply linear or proportional models anywhere, even in situations where they are not applicable. This phenomenon is sometimes referred to as the "illusion of linearity". For example, in geometry it is known that many students believe that if the sides of a figure are doubled, the area is doubled too. In this article, the empirical evidence for this phenomenon is expanded to the domain of probabilistic reasoning. First, we elaborate on the notion of chance and provide some reasons for expecting the over generalization of linear models in the domain of probability too. Afterwards, a number of well-known and less-known probabilistic misconceptions are described and analysed, showing that they have one remarkable characteristic in common: they can be interpreted in terms of the improper application of linear relations. Finally, we report on an empirical investigation aimed at identifying the ability of 10th and 12th grade students to compare the probabilities of two binomial chance situations. It appears that before instruction in probability, students have a good capability of comparing two events qualitatively, but at the same time they incorrectly quantify this qualitative insight as if the variables in the problem were linked by a linear relationship. Remarkably, these errors persist after instruction in probability. The potential of this study for improving the teaching and learning of probability, as well as suggestions for further research, are discussed.