This study examined the relationship between anxiety, social stress, and gambling behaviour among 1,044 high school students in grades 7 to 11. Adolescents completed questionnaires concerning their state, trait, and generalised anxiety, social stress, and gambling behaviour. Results reveal that adolescent probable pathological gamblers report more state anxiety, trait anxiety, and higher levels of social stress compared to non-gamblers, social gamblers, and gamblers at-risk for serious problems. Gamblers with high state and trait anxiety engaged in more severe gambling behaviours, greater substance abuse, reported different reasons for gambling, and endorsed more dissociation items. The results provide additional support for Jacobs' (1986) General Theory of Addictions. The implications for treatment and prevention programs are discussed.