Investment performances are usually influenced by various investors behavioural factor including public and private information factors. The major goal of this research was to analyze the controlling influence of investment decision on the behavioral factors that influence individual investors' investment performance in the Nairobi Securities Exchange. The investigators hypothesized that H 01 : Investment decision does not significantly control the relationship between the following behavioural factors-herding, prospect (loss aversion, regret aversion, and escalating the commitment), heuristic (availability bias and overconfidence) and investment performance of the individual investors in Nairobi Securities Exchange. The investigator used a survey study design to reach the aim of 1,196,995 individual investors on the Nairobi Securities Exchange. The Slovin's method was used to estimate the 400 sample size of a population, while the researcher used the Nairobi Securities Exchange's top limit of 500 individual investors. To acquire primary data, a structured questionnaire was used. The study established that investment decision did not significantly control the relationship between the following behavioural factors-herding, prospect (loss aversion, regret aversion, and escalating the commitment), heuristic (availability bias and overconfidence) and investment performance of the individual investors in Nairobi Securities Exchange. The researcher recommends that the capital market authority create awareness through investors education on the importance of investment in stock market. The authority should further organize investment sensitization for the individual investors through the media such as the radio and television to promote availability of public information to individual investors in NSE.