Given higher reported rates of smoking in populations under treatment for problem gambling, in a sample of 81 Electronic Gaming Machine players, this study considered whether: 1) there were relationships between tobacco dependency and problem gambling, and 2) a common mechanism such as negative affect was involved. The untreated sample comprised eighty-one Electronic Gaming Machine players that completed the South Oaks Gambling Screen, the Tobacco Dependence Scale and the State-Trait Anxiety Inventory. There was a relationship between smoking status and scores on the South Oaks Gambling Screen, and negative affect contributed to both gambling problems and tobacco dependence. It was suggested that gambling problems and tobacco dependence have similar characteristics. The data has implications for treatment and anti-smoking legislation in gaming venues.