This study is an up-to-date examination of gambling behaviours as well as gambling problems and their relationships to substance use and abuse. Further, the co-occurrence between problem gambling and substance abuse is studied using a large-scale, representative sample of adults aged 18 years and older in the United States. This random-digit-dial national survey was carried out in 2011–2013 with completed interviews from 2963 respondents. Of the four gambling and substance use behaviours considered, past-year gambling was the most prevalent (76.9%), followed by alcohol use (67.6%), tobacco use (28.7%) and marijuana use (11.2%). Problem gambling and the three substance abuse measures were highly related. Current problem gambling (3+DIS criteria) was predicted by being male, being black, having low socio economic status and by alcohol abuse/dependence, tobacco dependence and marijuana abuse/dependence. Thus, problem gambling is linked to other problem behaviours, especially substance abuse. Consequently, effective treatment approaches should screen and intervene for both problem gambling as well as co-occurring substance abuse.