The self-help treatment (SHT) studies for other psychological problems significantly outweigh those for problem gambling. Currently, very little is published about the application and efficacy of various forms of SHTs for problem gambling. Thus, this paper reviews the self-help literature (using the PsycINFO database--all years up to April 2008) to stimulate further research in this area for problem gambling. The findings show that SHTs in problem gambling are still in their infancy. Although the problem gambling literature has mainly reported on two forms of SHTs with problem gamblers (i.e. use of self-help manuals and audiotapes), the review discuss utilizing a wide range of SHTs with problem gamblers. These include written materials (e.g. self-help books and treatment manuals), audiotapes, videotapes, computer-based SHTs implemented on palmtop computers, desktop computers, via telephone (Interactive Voice Response systems--IVR) or via the Internet and virtual reality applications. These SHTs would suit those problem gamblers who are not accessing professional treatment due to shame, guilt, fear of stigma, privacy concerns or financial difficulties, as well as those living in rural areas or with less severe gambling problems. The review also suggest future protocols for conducting further research in this area with problem gamblers, highlighting a need for a cohesive theory to guide research.