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Human decision making is plagued by systematic errors that can have devastating consequences. Previous research has found that such errors can be partly prevented by teaching people decision strategies that would allow them to make better choices in specific situations. Three bottlenecks of this approach are our limited knowledge of effective decision strategies, the limited transfer of learning beyond the trained task, and the challenge of efficiently teaching good decision strategies to a large number of people. We introduce a general approach to solving these problems that leverages artificial intelligence to discover and teach optimal decision strategies. As a proof of concept, we developed an intelligent tutor that teaches people the automatically discovered optimal heuristic for environments where immediate rewards do not predict long-term outcomes. We found that practice with our intelligent tutor was more effective than conventional approaches to improving human decision making. The benefits of training with our cognitive tutor transferred to a more challenging task and were retained over time. Our general approach to improving human decision making by developing intelligent tutors also proved successful for another environment with a very different reward structure. These findings suggest that leveraging artificial intelligence to discover and teach optimal cognitive strategies is a promising approach to improving human judgment and decision making.