The literature has consistently reported an association between gambling disorders and various comorbid psychiatric and substance conditions. The majority of studies have been cross-sectional in nature, and therefore fail to describe the temporal sequences between these conditions. To investigate these temporal sequences we conducted a scoping review of empirical longitudinal studies that have explored the relationships between gambling disorders and comorbid psychiatric disorders, including any mood and anxiety disorders, suicidal ideations and attempts, and illicit substance, nicotine and alcohol use and dependence. A search was conducted for peer reviewed and unpublished articles, and government reports published between January 2000 and March 2015, with a main focus on the temporal sequence between these two conditions. Studies were only included if they were in English, prospective in nature, studied treatment and population samples and included any form of gambling. A total of 35 publications were identified and the findings discussed in terms of three populations: (i) specific populations, (ii) children, adolescents, and young adults, and (iii) adults. On the basis of these longitudinal findings it is suggested that psychiatric disorders can represent both a precursor and a consequence of problem gambling, and that there are underlying interactive factors, such as impulsivity that can predict and drive both temporal sequences. Screening for comorbid psychiatric conditions upon entering treatment for problem gambling should form an integral part of clinical assessments. However, the extent to which comorbid conditions contribute causally to the development of gambling disorders remains to be conclusively established.