Pathological Gambling is an impulse control disorder. Impulsivity has been investigated separately by neuropsychological tests and self-report scales. Although some studies have tried to correlate these approaches, their interaction has not been sufficiently explored among pathological gamblers (PG). In this study, we have compared 214 PG (162 with comorbidity and 52 with no comorbidity) to 82 healthy volunteers regarding the reaction time and number of errors at Go/No-go tasks, and scores on the Barratt Impulsiveness Scale (BIS). PG have committed more errors at the Go/No-go tasks and presented higher scores on the self-report scale. The neuropsychological tests and BIS composed a multinomial logistic model that discriminated PG from non-gamblers better than models having one or another type of measure. Impulsivity seems to be a multi-dimensional phenomenon, and PG a heterogeneous population in which different types of impulsivity are present.