Estimates of the proportion of gambling revenues derived from problem gamblers represent an important element in the rational calculus of public gambling policy. However, a critical concern in calculating such estimates is the accuracy of self-reported expenditure data. In this paper, we review an emerging literature on estimating the proportion of expenditures from problem gamblers for different types of gambling, with a focus on the relationship between self-reported estimates and known spending. We then examine recent national survey data pertaining to this matter. After detailing several of the challenges in the effort to assess self-reported expenditures on different types of gambling, we recommend some methodological improvements that can be made in response to these problems.