The present study investigated if global personal hopefulness, short-term gambling hope (fantasy hope), and illusion of control beliefs predict problem gambling. 113 university students and members of the general public answered the questionnaire on global personal hopefulness, short-term gambling hope, illusion of control beliefs and the harm to self with regard to gambling. It was hypothesised that global personal hopefulness, illusion of control, and short-term gambling hope would predict harm to self scores (problem gambling). A hierarchical regression analysis showed support for the hypothesis. Global personal hopefulness, illusion of control, and short-term gambling hope accounted for 62% of the variance in harm to self scores. The implication to addiction research and the utility of hope in gambling were discussed.