Using an incremental reward paradigm, we tested the ability of three grey parrots to maintain delay of gratification for an increasingly valuable food resource. Up to 5 sunflower seeds were placed within the parrot's reach, one at a time, until the parrot took a seed and the trial was ended. One female parrot quickly showed the ability to obtain around 3 seeds on each trial, but was unable to consistently wait for more. It may be that temporal discounting reduced the subjective value of the maximum 5 seeds available, or that the time taken to place 3 seeds was the limiting factor. One male showed some initial improvement but stabilised at a mean of just 1.5 seeds per trial, while the youngest male parrot failed to wait on the majority of trials. These data suggest that parrots have the cognitive ability to inhibit behavioural responses strategically, though there is considerable individual variation.