Gambling may constitute a strategy for coping with depressive mood, but a direct influence of depressive mood on gambling behaviors has never been tested via realistic experimental designs in gamblers. The current study tested whether experimentally induced sadness increases persistence on a simulated slot machine task using real monetary reinforcement in recreational gamblers. Sixty participants were randomly assigned to an experimental (sadness induction) or control (no emotional induction) condition, and then performed a slot machine task consisting of a mandatory phase followed by a persistence phase. Potential confounding variables (problem gambling symptoms, impulsivity traits, gambling cognitions) were measured to ensure that the experimental and control groups were comparable. The study showed that participants in the sadness condition displayed greater gambling persistence than control participants (p = .011). These data support the causal role of negative affect in decisions to gamble and persistence, which bears important theoretical and clinical implications.