The aim of this work is to explain why the most popular algorithm for approximating IFS fractals, the chaos game, works. Although there are a few proofs of the algorithm’s correctness in the relevant literature, the majority of them utilize notions and theorems of measure and ergodic theories. As a result, paradoxically, although the rules of the chaos game are very simple, the logic underlying the algorithm seems to be hard to comprehend for non-mathematicians. In contrast, the proof presented in this work uses only fundamentals of probability and can be understood by anyone interested in fractals.