This study aimed at testing the efficacy of an integrative intervention to prevent adolescent problem gambling acting on a multidimensional set of factors including gambling related knowledge and misconceptions, economic perception of gambling, and superstitious thinking. A pre- and post-test design was performed with 181 Italian adolescents (64 % boys; Mean age = 15.95) randomly assigned to two groups (Training and No Training). Results revealed that the intervention was effective in improving correct knowledge about gambling and reducing misconceptions, perception of gambling’s profitability, and superstitious thinking. Except for misconceptions, these effects were obtained both in participants who were classified as Non-problem and At-Risk/Problem gamblers at the beginning of the intervention. Findings attested also that the training effects were stable over time, and that some changes in gambling behavior were produced. Findings were discussed referring to indications for future research aiming at confirming and extending the present results.