This study investigated the extent to which gambling-related cognitive biases would associate with various levels of gambling pathology among 2,835 youths, 934 young adults, and 162 mature adults in Chinese societies. Results showed that gambling cognitive biases, especially biases in perceived inability to stop gambling and positive gambling expectancy, were salient correlates of pathological gambling across the three age cohorts. Analyses of variances on total cognitive biases also showed a gambling pathology main effect and an age cohort × gambling pathology 2-way interaction effect. It was noted that the probable pathological gambling group had greater cognitive biases than the probable problem gambling group, which in turn had greater cognitive biases than the non-problem gambling group. In the non-problem gambling group, mature adults had greater cognitive biases than youths and young adults, but this pattern was reversed in the probable problem gambling group. In the probable pathological gambling group, youths had greater cognitive biases than young and mature adults. Specific categories of cognitive biases also varied according to gender and gambling pathology. While men as compared to women in the non-problem and probable problem gambling groups reported a greater bias in their perceived inability to stop gambling, no significant gender difference in this bias was found in the probable pathological gambling group. Men generally had greater perceived gambling expectancy bias than women.