This paper investigates the role of emissions control on reducing the effect of fat-tailed uncertainty about climate change. Through a simple analysis on temperature distributions and some numerical simulations using the well-known Dynamic Integrated model of Climate and the Economy (DICE model), we find that the option for emissions control effectively prevents the tail-effect. Climate policy based on hyperbolic absolute risk aversion (HARA) utility is less sensitive to fat tails than climate policy based on constant relative risk aversion (CRRA) utility.