Gambling-related self-efficacy has been shown to correspond with treatment success and maintenance of treatment gains. Accordingly, there is a need for gambling assessment measures that have been validated with treatment-seeking individuals. In this study, we reported on the evaluation of a measure of perceived self-efficacy to control gambling behavior in high-risk relapse situations, the Gambling Self-Efficacy Questionnaire (GSEQ; May, Whelan, Steenbergh, & Meyers, 2003). Confirmatory and exploratory factor analyses provided some support for the original single-factor solutions, but also suggested the presence of individual patterns of self-efficacy across high-risk situations. The GSEQ demonstrated convergence with indices of problem-gambling severity and scores on the measure significantly increased across a brief cognitive-behavioral intervention. The sensitivity and specificity were evaluated and the findings supported that an average self-efficacy rating of 70% corresponded with indices of pathological gambling.