To explore the variation of predictors of relapse in treatment and support seeking gamblers. A prospective cohort study with 158 treatment and support seeking problem gamblers in South Australia. Key measures were selected using a consensus process with international experts in problem gambling and related addictions. The outcome measures were Victorian Gambling Screen (VGS) and behaviours related to gambling. Potential predictors were gambling related cognitions and urge, emotional disturbance, social support, sensation seeking traits, and levels of work and social functioning. Mean age of participants was 44 years (SD = 12.92 years) and 85 (54 %) were male. Median time for participants enrolment in the study was 8.38 months (IQR = 2.57 months). Patterns of completed measures for points in time included 116 (73.4 %) with at least a 3 month follow-up. Using generalised mixed-effects regression models we found gambling related urge was significantly associated with relapse in problem gambling as measured by VGS (OR 1.29; 95 % CI 1.12–1.49) and gambling behaviours (OR 1.16; 95 % CI 1.06–1.27). Gambling related cognitions were also significantly associated with VGS (OR 1.06; 95 % CI 1.01–1.12). There is consistent association between urge to gamble and relapse in problem gambling but estimates for other potential predictors may have been attenuated because of methodological limitations. This study also highlighted the challenges presented from a cohort study of treatment and support seeking problem gamblers.