The aim of this study was to investigate how accurately nine brief screening questionnaires identify and classify gambling risk levels among mental health patients. The researchers also explored if the questionnaires’ accuracy differs depending on the type of mental health disorder. Participants were 837 patients being treated at one of eight mental health services in Victoria, Australia. They completed the Problem Gambling Severity Index (PGSI) and nine brief screening questionnaires. The five-item Brief Problem Gambling Screen (BPGS) was the only questionnaire that could identify patients at any level of gambling risk (low-risk, moderate-risk, and problem gambling). The NODS-CLiP or the three-item BPGS could be used by mental health services wanting a shorter questionnaire to screen for higher risk (moderate-risk and problem gambling). Services that are only able to accommodate a very brief instrument can employ the Lie/Bet Questionnaire or the two-item BPGS.