There is broad agreement that cognitive distortions are an integral component of the development, maintenance, and treatment of pathological gambling. There is no authoritative catalog of the distortions that are observed more frequently in pathological gamblers than in others, but several instruments have been successfully developed that measure various distortions of interest, which are reviewed. All of the prominent instruments include measures of the illusion of control (perceiving more personal control over events than is warranted), and almost all include measures of gambler's fallacy (the belief that after a string of one event, such as a coin landing heads, an alternative event, such as the coin landing tails, becomes more likely). Beyond these two errors, there is scant consensus on relevant errors, and a wide variety has been studied. Meta-analyses were conducted on differences between PGs and non-PGs in scores on six published instruments that were developed to measure distortions in gamblers. All instruments reveal large effects using Hedge's g statistic, suggesting that the impact of distortions on PG is robust. Several subscales, assigned diverse names by scale authors, can be viewed as reflecting common distortions. Those judged to assess gambler's fallacy show evidence of more robust effects sizes than those that assess illusion of control. It is recommended that future research focus more specifically on the impact of particular distortions on gambling disorders.