The aim of this study was to pilot test a meta-cognitive training program (Gambling-MCT) for people with gambling problems. Gambling-MCT aims to help people recognize and change their thinking that can contribute to their false beliefs about gambling and depression. Participants were 25 adults with gambling problems. The results showed that participants reduced their false beliefs and improved their gambling problems after the program. Most participants were satisfied with the program. Overall, Gambling-MCT appeared to be feasible, safe, and acceptable. The findings will inform a clinical trial to assess the program’s short- and long-term impacts.