Problem gambling (PG) may be associated with depression, victimization, and violence characterizing a substance-abusing lifestyle. The study explored associations of PG with these correlates among heavy-drinking and drug-using out-of-treatment women recently enrolled in 2 National Institutes of Health-funded, community-based HIV prevention trials. Female substance abusers with PG (n = 180) and without PG (NPG; n = 425) were examined according to the criteria of the Diagnostic and Statistical Manual of Mental Disorders (4th ed.; American Psychiatric Association, 1994). Whereas PGs had higher rates of each correlate than did NPGs, significant associations existed for antisocial personality disorder, specifically for violent tendencies. Logistic regression indicated that substance abusers with violent tendencies were about 3 times as likely as those without such tendencies to be PGs, after controlling for sociodemographics. Future research addressing whether underlying constructs, confounding variables, or interactions exist will further specify PG risk and inform prevention and intervention efforts.