Pathological gambling (PG) has been associated to both impulsiveness and attention deficit/hyperactivity disorder (ADHD) in different studies. Our objective was to compare different impulsivity and sustained attention variables, using both behavioural tasks and self-administered questionnaires, in a group of pathological gamblers with a history of childhood ADHD (PG-ADHD; n = 16), a group of pathological gamblers without this history (PG-non-ADHD; n = 39), and a control group (n = 40). As instruments of measure, we used the stop signal task (to evaluate inhibitory control/impulsivity), the differential reinforcement of Low Rate Responding Task (delay of gratification/impulsivity) and the Continuous Performance Test (sustained attention). The Barratt Impulsivity Scale (BIS-11) was used as a self-administered questionnaire to measure impulsiveness. Our results show that patients in the PG-ADHD group exhibit a significantly lower capacity to delay gratification than those in the PG-non-ADHD and control groups, and less inhibitory control than patients in the PG-non-ADHD group. On self-administered questionnaires such as the BIS-11 the PG-ADHD group obtained higher scores than the PG-non-ADHD and control groups. However, no differences were found with respect to sustained attention using the CPT. Our results suggest a possible selective implication of the prefrontal cortex in PG, which would be especially evident in those with a childhood history of ADHD.