Decision-making plays a pivotal role in daily life as impairments in processes underlying decision-making often lead to an inability to make profitable long-term decisions. As a case in point, pathological gamblers continue gambling despite the fact that this disrupts their personal, professional or financial life. The prevalence of pathological gambling will likely increase in the coming years due to expanding possibilities of on-line gambling through the Internet and increasing liberal attitudes towards gambling. It therefore represents a growing concern for society. Both human and animal studies rapidly advance our knowledge on brain-behaviour processes relevant for understanding normal and pathological gambling behaviour. Here, we review in humans and animals three features of pathological gambling which hitherto have received relatively little attention: (1) sex differences in (the development of) pathological gambling, (2) adolescence as a (putative) sensitive period for (developing) pathological gambling and (3) avenues for improving ecological validity of research tools. Based on these issues we also discuss how research in humans and animals may be brought in line to maximize translational research opportunities.