This paper reports on the development and psychometric properties of a Gambling Refusal Self-Efficacy Questionnaire (GRSEQ). Two hundred and ninety-seven gamblers from both normal and clinical populations completed an initial set of 31-items of which 26 were selected for inclusion in the final version of the GRSEQ. A series of factor analyses showed four clear factors accounting for 84% of the variance. These factors can be summarised as situations and thoughts associated with gambling, the influence of drugs on gambling, positive emotions associated with gambling and negative emotions associated with gambling. The GRSEQ total score and factors scores showed high internal consistency (Cronbach's alpha ranging from 0.92 to 0.98). Participants experiencing problems with gambling scored significantly lower on the GRSEQ, and discriminant analyses showed that the scale is able to correctly classify the non-problem (i.e., community and student samples) and problem gamblers (i.e., clinical sample). Furthermore, the GRSEQ showed significant negative relationships with other gambling-related variables (gambling urge and gambling-related cognitions) and negative mood states (depression, anxiety and stress) and was shown to be sensitive to change in treatment of pathological gambling. The results suggest that the GRSEQ is a useful measure of gambling refusal self-efficacy that is suitable for assessment of gamblers from both normal and clinical populations.