This study is about to check the investors decision making process, investors while making investment in shares faces some behavioral biases. Some of the important biases are disposition effect; herding and overconfidence. To check the investors decision making process researcher has conduct the survey to get the response of investors. Responses of 250 investors have been taken to do the analysis. Analysis of the data reveals that investor’s faces behavioral biases while doing investment in shares. Results show that there is relationship making between decision making process and disposition effect, herding and overconfidence. Investor’s usually follow market trend or follow the decision of other investors to make the investment in shares and usually investors are overconfident on their own abilities while doing investment in shares. Investors also faces disposition effect in investment decisions means investors sell those shares when they see little gain on it but remain loss averse.