Cognitive distortions are inherent to any gambling situation whatever the level of commitment of the gambler. Irrational beliefs lead the subject to overestimate his share of control over the game's outcome to the detriment of chance. Knowing the objective probability to win and having good numeric capacities of reasoning does not prevent the gamblers from developing these false beliefs. According to the concept of double switching proposed by Ladouceur and Sevigny (2005), irrational beliefs would coexist with objective knowledge on the game and would bustle in situation of gambling. The progress and the outcome of the game influence the development and the maintenance of cognitive distortions, which influences the subject's practice of gambling. Pathological gambling, repeated and persistent gambling behavior, is characterized in particular by the presence of cognitive distortions, leading the subject to maintain, even to increase his gambling practice. Indeed, if cognitive distortions are present in any situation of gambling, it seems nevertheless that it is more frequent and more intense in problem and pathological gamblers. Cognitive distortions, in particular illusion of control, thus lead to a more important practice of gambling and a financial risk-taking, favoring the installation and the preservation of problem gambling. Certain factors seem to influence cognitive distortions. There is a gender effect: women would present fewer irrational beliefs than men. Depression, anxiety and stress would also favor the development of these beliefs in situation of gambling. Several methods exist to estimate cognitive distortions in gamblers. The first researches are based on assessment made by others (observation and analysis of gambler's verbalizations). Afterward, several self-report scales were created. At the moment, none of these scales has been validated in French language. The identification of gambling related cognitive distortions permit to elaborate adapted modes of treatment. So, the cognitive therapy suggests identifying and restructuring the beliefs to bring the subject to change his gambling behavior. In spite of the current knowledge on cognitive distortions, certain questions remain open, in particular about the implication of theses beliefs in games implying a part of strategy, in which the subject has effectively a certain control over the game.