Impulsivity refers to a tendency to act without consideration of the consequences. It has been linked to a higher risk of problem gambling. This study examined whether gambling refusal self-efficacy (GRSE) and gambling protective behavioural strategies (GPBS) play a role in the relationship between impulsivity and gambling. A total of 926 Hungarian adults who had gambled in the past year completed an online survey. It was found that impulsivity was linked to greater gambling involvement and PG through GRSE and GPBS. In other words, people with higher impulsivity had lower GRSE and were less likely to use GPBS. This, in turn, led to greater gambling involvement and a higher risk of PG. GBPS also had a moderating effect on the associations of impulsivity with gambling involvement and problem gambling.