BACKGROUND. There has been a small but growing body, of largely quantitative research, that has examined problem gambling in the context of poor coping skills. These studies suggest that gambling may be used as an alternative method of coping that some will use to distract themselves from having to deal with problems in their lives. OBJECTIVES. To examine the role that gambling plays in the lives of problem gamblers and the extent to which it may be used as a means of coping. DESIGN. Fifty problem gamblers, ranging in age from 18 to 63 years, with an average age of 39 years, were interviewed. The focus of the interview was upon the participant's accounts of how their gambling problem had developed and the role that gambling played in their lives. A structured grounded theory approach was utilized. RESULTS. Following the selective coding process, 'gambling to escape' was identified as the core category. This state was achieved through 'mood modification', involving fantasies, dissociation and/or changes in arousal. For some problem gamblers seeking mood modification was their primary motivation. For others mood modification was sought as a means to cope with one or two other psychological and/or psychosocial states consisting of 'filling the void' and/or 'avoiding problems'. Two other factors sometimes influenced the need to gamble, either directly through 'control beliefs' or through 'cognitive regret'. CONCLUSIONS. Escape was the prime characteristic of the gambling experience that facilitated the continuation of problem gambling among the interviewed participants. In relation to these findings, the implications for prevention, intervention, treatment and future research are discussed.