This article reviews the current status of gambling epidemiology studies and suggests that it is time to move from general population-prevalence research toward the investigation of risk and protective factors that influence the onset of gambling disorders. The study of incidence among vulnerable and resilient populations is a road yet to be taken. In this review, we briefly introduce the history of the field and thoroughly review the epidemiologic research on disordered gambling before providing a critical assessment of the current diagnostic tools. Overall, the extant research shows that disordered gambling is a relatively stable phenomenon throughout the world. Given that certain segments of the population (for example, adolescents and substance users) have elevated prevalence rates, we suggest focusing future prevalence studies on groups with apparently increased vulnerability. Moreover, we suggest that, for the field of gambling studies to progress, researchers need to take the road less travelled and examine more carefully the onset and determinants of disordered gambling. That said, given the problems with the current diagnostic screens, investigators need to refine their theoretical concepts and the epidemiologic tools used to examine them before the field can travel down this new road.