Social responsibility in gambling has become a major issue for the gaming industry. The possibility for online gamblers to set voluntary time and money limits are a social responsibility practice that is now widespread among online gaming operators. The main issue concerns whether the voluntary setting of such limits has any positive impact on subsequent gambling behaviour and whether such measures are of help to problem gamblers. In this paper, this issue is examined through data collected from a representative random sample of 100,000 players who gambled on the win2day gambling website. When opening an account at the win2day site, there is a mandatory requirement for all players to set time and cash-in limits (that cannot exceed 800 € per week). During a 3-month period, all voluntary time and/or money limit setting behaviour by a subsample of online gamblers (n = 5,000) within this mandatory framework was tracked and recorded for subsequent data analysis. From the 5,000 gamblers, the 10 % most intense players (as measured by theoretical loss) were further investigated. Voluntary spending limits had the highest significant effect on subsequent monetary spending among casino and lottery gamblers. Monetary spending among poker players significantly decreased after setting a voluntary time limit. The highest significant decrease in playing duration was among poker players after setting a voluntary playing duration limit. The results of the study demonstrated that voluntary limit setting had a specific and significant effect on the studied gamblers. Therefore, voluntary limits appear to show an appropriate effect in the desired target group (i.e., the most gaming intense players).