Few studies have examined the stigma of problem gambling and internalisation of this prejudice as damaging self-stigma. This study aimed to identify psychological factors, sociodemographic characteristics and coping mechanisms associated with the self-stigma of problem gambling. An online survey was conducted of 177 Australian adults with a current gambling problem to measure self-stigma, self-esteem, social anxiety, self-consciousness, psychological distress, symptom severity, most problematic gambling form, stigma coping mechanisms and sociodemographic characteristics. A multivariate linear regression indicated that higher levels of self-stigma were associated with: being female, being older, lower self-esteem, higher problem gambling severity score, and greater use of secrecy. Strongest predictors were self-esteem and symptom severity score. These results suggest that the self-stigma of problem gambling may be driven by similar mechanisms as the self-stigma of other mental health disorders, and impact similarly on self-esteem and coping. Thus, self-stigma reduction initiatives used for other mental health conditions may be effective for problem gambling. The self-stigma of problem gambling increased with female gender and older age, which are
associated with gaming machine problems. This group should be a focus for efforts to reduce or better cope with the self-stigma of problem gambling.