This study examined how craving, affective decision making, decision making styles, and gambling severity might contribute to chasing behaviour. Participants were 166 Italian adults who gambled at least once a week. They completed a chasing task and the Iowa Gambling Task (IGT), along with other self-report measures. Participants with higher levels of craving were more likely to engage in chasing behaviour. Those with a dependent decision making style were less likely to engage in chasing behaviour. Affective decision making, as measured by the IGT, predicted higher chasing frequency (i.e., gambling for more rounds after deciding to chase) but did not impact the decision to chase or not. Gambling severity did not play a role in chasing behaviour.