This article examines Canada’s first internet gambling website blocking scheme, which was enacted in Quebec as part of the implementation of the province’s 2015 budget. Using qualitative research methods, the article illustrates the complexities of regulating online gambling. Influenced by critical sociological and anthropological studies of gambling, and taking a socio-legal, governmentality perspective, it shows how socio-legal studies can illuminate research on the regulation of gambling, and how the study of online gambling can, as a sentinel site for the regulation of online consumption, contribute to the development of socio-legal studies. Our analysis shows that the governmentality of online gambling is framed so as to exclude 1) a range of risks (e.g., related to consumer profiling and the capacity to stimulate “addictive consumption”), 2) the heterogeneity of everyday experience that connects online gambling with online addictive consumption more generally, and 3) a range of possibilities for governing online gambling otherwise.