This study examined the link between problem gambling and crime using data from a population survey and national registers. Participants were 7,186 adults living in three regions in Finland. A total of 123 participants (2.1%) had been convicted of at least one crime before. Problem gambling was more common among people with a criminal conviction. However, factors reflecting social disadvantages were more strongly related to having a criminal conviction than problem gambling. These included receiving basic social assistance, low income, low education, and being unemployed. Male gender and younger age were also associated with having a criminal conviction. When these factors were taken into account, problem gambling was no longer associated with having a criminal conviction. These results suggest a need for social policies and interventions to consider socioeconomic inequality when addressing crime and problem gambling.