This study investigated whether lower emotional intelligence would be related to less self-efficacy to control gambling and more problem gambling and whether gambling self-efficacy would mediate the relationship between emotional intelligence and problem gambling. A total of 117 participants, including 49 women and 68 men, with an average age of 39.93 (SD = 13.87), completed an emotional intelligence inventory, a gambling control self-efficacy scale, and a measure of problem gambling. Lower emotional intelligence was related to lower gambling self-efficacy and more problem gambling. Gambling control self-efficacy partially mediated the relationship between emotional intelligence and problem gambling.