Stigma has been identified as a major barrier to help-seeking, treatment and recovery from gambling problems. However, little research has attempted to examine in any depth the causes, characteristics and consequences of stigma in relation to people experiencing gambling problems. The effects of stigma on people experiencing gambling problems, although not directly examined, are apparent through low rates of problem disclosure and treatment-seeking. In this paper, we aim to inform research into stigma associated with problem gambling by highlighting gaps in existing research and by providing direction for future research. The contribution of this paper is that for the first time stigma and problem gambling are drawn together and reviewed using broad constructs and literature from a range of seminal and new sources to present a synthesis of new and important information on stigma. In regard to problem gambling, the dimensions of stigma, except for origin, have yet to be investigated, as well as the processes of stigma creation, the characteristics of public and felt stigma, and coping strategies used to manage stigma. The practical implications of this review are summarized in a framework provided to inform future research into stigma related to problem gambling.