This study investigated sex differences and personality factors associated with gambling behavior in a non-clinical sample of young men and women. The participants were 212 university students (62 men and 150 women) and their mean age was 18.7 years. The South Oaks Gambling Screen (SOGS) was used to assess problem gambling behavior and the NEO Five-Factor Inventory Form S (College Age) was used to assess personality traits. The results indicated that men were more likely to endorse indicators of gambling problems than were women, with sex differences in different endorsed gambling activities. Of the five personality factors investigated, low Openness to experience and low Agreeableness were most strongly associated with higher scores on the SOGS, indicative of potentially problematic gambling behavior. Further analysis illustrated that for men in particular, low Openness to experience was a key personality factor in relation to higher SOGS scores.