The purpose of the current study was to evaluate a measure of gambling protective behaviors and examine the relationship between indices of gambling behavior, including frequency, quantity and problem severity, and the use of gambling protective behaviors. Undergraduates from a large public university (N = 4,014) completed a web-based screening survey comprising measures of gambling and health behaviors, from which those who gambled within the past 6-months (n = 1,922, 48 % of the entire sample) were invited to complete the baseline assessment, including the Gambling Protective Behavior Scale (GPBS). The GPBS was determined to have two subscales, primarily consisting of harm reduction strategies that reduce the money or time spent on gambling, or avoidance strategies that help to minimize engagement in gambling activities. Hierarchical multiple regressions found participants’ sex moderated the relationship between use of protective behavioral strategies and gambling outcomes. However, effects were in the opposite direction to those hypothesized. Specifically, because women gambled less, had lower gambling problem severity, and reported more frequent use of gambling avoidance protective behaviors, the relationship between use of gambling protective behaviors and gambling outcomes was stronger for men than women. Men who used more avoidance strategies gambled less frequently compared to men who used fewer avoidance strategies. Similarly, men who used more harm reduction strategies spent fewer dollars on gambling and had lower scores on gambling problem severity compared to men using fewer harm reduction strategies for women these relationships were less pronounced. Implications of incorporating specific gambling protective behavioral strategies into prevention and treatment programs are discussed.