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This study examines the relationship of impulsivity, sensation seeking, coping, and substance use to disordered gambling in a sample of 1,339 youth (637 males and 702 females), 17–21 years old. Results indicate that males with serious gambling problems were more likely than their peers to abuse substances and to use avoidant stress-coping strategies, such as seeking emotional outlets, distracting themselves with other activities, and using humor. In contrast, female disordered gamblers were less likely to engage in active coping and planning strategies. Overall, substance use, coping through distraction, and impulsivity proved the most predictive of disordered gambling for males, and intensity seeking and impulsivity proved most predictive for females. Implications for prevention, intervention, and education are discussed.