The purpose of this study was to identify and examine the dimensions of problem gambling behaviors associated with purchasing sports lottery in China. This was accomplished through the development and validation of the Scale of Assessing Problem Gambling (SAPG). The SAPG was initially developed through a comprehensive qualitative research process. Research participants (N = 4,982) were Chinese residents who had purchased sports lottery tickets, who responded to a survey packet, representing a response rate of 91.4%. Data were split into two halves, one for conducting an EFA and the other for a CFA. A five-factor model with 19 items (Social Consequence, Financial Consequence, Harmful Behavior, Compulsive Disorder, and Depression Sign) showed good measurement properties to assess problem gambling of sports lottery consumers in China, including good fit to the data (RMSEA = 0.050, TLI = 0.978, and CFI = 0.922), convergent and discriminate validity, and reliability. Regression analyses revealed that except for Depression Sign, the SAPG factors were significantly (P < 0.05) predictive of purchase behaviors of sports lottery. This study represents an initial effort to understand the dimensions of problem gambling associated with Chinese sports lottery. The developed scale may be adopted by researchers and practitioners to examine problem gambling behaviors and develop effective prevention and intervention procedures based on tangible evidence.