Gambling is generally a social and/or recreational activity, although in a few cases, it becomes an addictive behavior. Pathological gambling is characterized by a loss of control over this activity and by continued gambling despite its negative effect on daily life (personal, familiar, financial, professional, and legal). Several theoretical models tried to explain the mechanisms underlying pathological gambling, stressing aspects of this population such as cognition, behavior, or biological markers. However, essentially, all of the models acknowledge that the interaction of these variables plays a crucial role in the etiology of the disease. The present chapter will briefly review evidences these models. For instance, genetic studies have reported that pathological gamblers are significantly more likely to possess the dopamine D2A1 allele receptor gene compared to healthy controls. Behavioral theorists have observed that intermittent reinforcements, such as those delivered by a slot machine, lead to particularly fast acquisition and are very resistant to extinction, even in the absence of reinforcement over many trials. Moreover, pathological gamblers reported cognitive bias such as the illusion of control, which refers to the belief that one can control, or somehow predict, events governed by chance. In recent years, a novel hypothesis has been suggested. The somatic marker hypothesis focuses on the role of emotions in decision making, considering it part of cognitive process performed by a person when choosing between two or more options. The somatic marker hypothesis posits that emotion-related bodily signals assist cognitive decision making. Abnormal decision making has been reported in patients with brain lesions who showed impairmence in the emotional process. A considerable number of studies reported variations of phisiological indexes in pathological gamblers as well as in healthy population while performing gambling tasks. In the present chapter, these data will be discussed in light of the somatic marker hypothesis in order to clarify whether this theoretical model can be a plausible explanation of pathological gambling behaviour.