This study aimed at testing a model in which cognitive, dispositional, and social factors were integrated into a single perspective as predictors of gambling behavior. We also aimed at providing further evidence of gender differences related to adolescent gambling. Participants were 994 Italian adolescents (64% Males; Mean age = 16.57). Hierarchical logistic regressions attested the predictive power of the considered factors on at-risk/problem gambling-measured by administering the South Oaks Gambling Screen-Revised for Adolescents (SOGS-RA)-in both boys and girls. Sensation seeking and superstitious thinking were consistent predictors across gender, while probabilistic reasoning ability, the perception of the economic profitability of gambling, and peer gambling behavior were found to be predictors only among male adolescents, whereas parental gambling behavior had a predictive power in female adolescents. Findings are discussed referring to practical implications for preventive efforts toward adolescents' gambling problems.