Children who have a parent with problem gambling can be subjected to psychological, familial, financial, physical, and behavioural harms. They may also experience violence. This systematic review synthesized the literature on how children’s well-being is affected by a parent’s problem gambling. Thirty-five studies were identified. Most studies reported that children were directly or indirectly affected by a parent’s problem gambling. Harms included a greater risk of mental health problems, financial stress, conduct problems, child abuse, and poor relationship with the parent with problem gambling.