The purpose of this study was to examine the connections between chasing behaviour, craving, affective decision making, decision making styles, alcohol use, and gambling severity among Italian adolescents. The researchers recruited 272 adolescents aged 14–19 years from public high schools in Southern Italy for an experimental study. The findings highlight gambling craving, alcohol use, and decision making styles as important factors that are linked to chasing behaviour in adolescents. Specifically, gambling craving and alcohol use were found to predict chasing behaviour. In contrast, adolescents who had a dependent decision making style were less likely to chase losses.