This article reviews evidence surrounding the effectiveness of self-exclusion programs as a strategy for people with gambling problems to avoid gambling. Self-exclusion is a formal arrangement that allows people who believe they have a gambling problem to arrange to be barred from public gambling venues for a specific time period. Although this option is widely available and even required by regulators in some jurisdictions, there are few evaluations of self-exclusion programs as a way to reduce problem gambling. Further, since policies and programs often differ between jurisdictions, it can be challenging to compare practices and evaluate how well self-exclusion works. Through a broad review of research focusing on self-exclusion programs across several geographic locations and jurisdictions, the author outlines benefits and limitations of self-exclusion programs, and offers specific recommendations for making self-exclusion programs more effective.