Problem and pathological gamblers (PPG) often suffer from depressive symptoms. Gambling problems have negative consequences on multiple aspects of gamblers’ lives, including family and marital relationships. The objectives of the current study were to (1) replicate the results of studies that have suggested a stronger and more significant relationship between gambling and depression in PPG than in non-problem gamblers (NPG) and (2) explore specific correlates of depressive symptom severity in PPG in couple relationships. Variables demonstrated to be significantly correlated with depressive symptoms in the general population were selected. It was hypothesized that gender, age, gambler’s mean annual income, perceived poverty, employment status, clinical status (i.e., problem or pathological gambler versus non-problem gambler), trait anxiety, alcoholism, problem-solving skills, and dyadic adjustment would be significant predictors of depressive symptoms. Sixty-seven PPG were recruited, primarily from an addiction treatment center; 40 NPG were recruited, primarily through the media. Results revealed that PPG reported significantly greater depressive symptoms than did NPG. Further, elevated trait anxiety and poor dyadic adjustment were demonstrated to be significant and specific correlates of depressive symptom severity in PPG. These findings contribute to the literature on depressive symptomatology in PPG in relationships, and highlight the importance of the influence of the couple relationship on PPG.