Problem gambling is heterogeneous in nature, ranging in severity from occasional but problematic gambling episodes, to extreme, impulsive and pervasive gambling behaviour. Problem gambling may be accompanied by a sense of impaired control and can give rise to financial, interpersonal, legal and vocational costs for the sufferer, their families and society. This study investigated the relationship among metacognitions, anxiety, depression and gambling in a sample of problem gamblers. A total of 91 individuals attending gambling treatment services completed a battery of self-report instruments that consisted of the Metacognitions Questionnaire 30 (MCQ-30), the Hospital Anxiety and Depression Scale (HADS) and the South Oaks Gambling Scale (SOGS). Correlation analyses showed that anxiety, depression and metacognitions were positively and significantly correlated with both gambling consequences and behaviour. Hierarchical regression analyses indicated that two metacognitive constructs (negative beliefs about thoughts concerning uncontrollability and danger and beliefs about the need to control thoughts) predicted gambling behaviour independently of anxiety and depression. These findings are consistent with the hypothesis that metacognitions play a role in problem gambling.