In this expository paper we discuss the role of probability in statistical physics: it should be that of a general tool guiding induction andmust not be restricted only to the empirical interpretationcoming from itsevaluationby an observed frequency. It is true that in many cases thevalueof a probability can be sensibly expressed by a suitable frequency, but this does not entails that the latter can be taken asdefinitionof probability. Moreover, in each situation in which one thinks that probabilities are physically real things and believes that something which is only “very probable” can be regarded as being “practically certain”, some “small” probabilities are actually ignored: this attitude of mind may render illegitimate also the probabilistic interpretation of the relevant physical laws. A “law” which is based on a probabilistic interpretation cannot aim at explainingwhy a fact that we forecast will occur, but rather at explainingwhy we forecast that this fact will occur. Finally, we emphasize the role ofconditionalprobability, and we show that looking at it from the right perspective allows to avoids also classic paradoxical aspects of quantum mechanics, without the need to resort to the interpretation based on the dualism “particle-wave”.