This systematic review aimed to identify early risk and protective factors (in childhood, adolescence or young adulthood) longitudinally associated with the subsequent development of gambling problems. A systematic search of peer-reviewed and grey literature from 1990 to 2015 identified 15 studies published in 23 articles. Meta-analyses quantified the effect size of 13 individual risk factors (alcohol use frequency, antisocial behaviours, depression, male gender, cannabis use, illicit drug use, impulsivity, number of gambling activities, problem gambling severity, sensation seeking, tobacco use, violence, undercontrolled temperament), one relationship risk factor (peer antisocial behaviours), one community risk factor (poor academic performance), one individual protective factor (socio-economic status) and two relationship protective factors (parent supervision, social problems). Effect sizes were on average small to medium and sensitivity analyses revealed that the results were generally robust to the quality of methodological approaches of the included articles. These findings highlight the need for global prevention efforts that reduce risk factors and screen young people with high-risk profiles. There is insufficient investigation of protective factors to adequately guide prevention initiatives. Future longitudinal research is required to identify additional risk and protective factors associated with problem gambling, particularly within the relationship, community, and societal levels of the socio-ecological model.