In DSM-IV, problem gambling is associated with symptoms such as escape, denial, and chasing. However, these symptoms could actually be underlying coping strategies that contribute to the problems associated with gambling behaviour. To address relationships between coping strategies and gambling problems, 65 participants (37 males and 28 females) with a mean age of 37 completed the South Oaks Gambling Screen (SOGS), and questionnaires addressing coping strategies, mood states, and dissociative experiences. Specific subscales addressing coping strategies relevant to DSM-IV symptoms were examined, namely Distancing, Escape-Avoidance and Confrontative Coping. Although fantasy and denial feature in the behaviours of problem gamblers, dissociative tendencies were only indirectly linked to problem gambling status. Instead, problem gambling status was related to depression and greater tendencies towards Confrontative Coping and Distancing. The present data demonstrates several distinct factors associated with gambling problems and suggests confrontation could have a role in problem gambling.