This study examined the impact of shame and guilt on how emerging adults aged 18 to 24 years coped with gambling problems. Survey participants were 391 university students who gambled. Results showed that problem gambling was more strongly associated with shame than guilt. Unexpectedly, shame was not strongly associated with the use of avoidant strategies to cope with gambling loss. Guilt was weakly associated with nonavoidant coping strategies and had weak to moderate association with avoidant coping strategies. For people with problem gambling, shame was linked to the use of avoidant coping and guilt was linked to the use of nonavoidant coping.