This article provides a comprehensive review of the use of objective behavioural data provided by gambling operators in research in the past 15 years. The researchers reviewed 58 studies. The review suggests significant progress in research involving objective gambling data, such as the development of behavioural markers that can distinguish people at higher risk of harm. The findings also highlight various gaps in current research. Few studies have combined objective behavioural data with self-report data to achieve robust statistical results. Additionally, there is a need for further research on how objective gambling data can be used to identify higher-risk gambling products and monitor gambling harms.