This study explored the gambling behaviours of people in Sweden during the COVID-19 pandemic. Participants gambled at least 10 times on sports betting or online casino games in the past year. They completed an online survey in May 2020. More participants engaged in online gambling than land-based gambling in the past 30 days. People who gamble online who played land-based gambling games and sports betting during the past 30 days had more severe gambling problems than those who did not. Horse race betting increased in the past 30 days, but people who bet on horse racing in the past 30 days had a lower risk of gambling problems. This suggested that some people with lower risk of gambling problems started horse betting during COVID-19. Prevention service providers can encourage people who continue to bet on sports during COVID-19 to participate in responsible gambling programs.