Understanding why some people experience problems with gambling whilst others are able to restrict gambling to recreational levels is still largely unexplained. One potential explanation is through salutogenesis, which is a health promotion approach of understanding factors which move people towards health rather than disease. An important aspect of salutogenesis is sense of coherence. Individuals with stronger sense of coherence perceive their environment as comprehensible, manageable and meaningful. The present study examined the relationship of individuals’ sense of coherence on their gambling behaviour and experience of gambling related harm. This exploratory study utilised an archival dataset (n = 1236) from an online, cross sectional survey of people who had experienced negative consequences from gambling. In general, a stronger sense of coherence was related to lower problem gambling severity. When gambling behaviour was controlled for, sense of coherence was significantly related to the experience of individual gambling harms. A strong sense of coherence can be seen as a protective factor against problematic gambling behaviour, and subsequent gambling related harms. These findings support the value of both primary and tertiary prevention strategies that strengthen sense of coherence as a harm minimisation strategy. The present study demonstrates the potential value of, and provides clear direction for, considering sense of coherence in order to understand gambling-related issues.