Military service is linked to an increased risk of addictive behaviours. So, military personnel may be at higher risk of experiencing problem gambling. This study surveyed 2119 active UK Royal Air Force personnel to ask them about their gambling, alcohol use, and mental health. Overall, 68% of participants gambled. Of those who gambled, 1.6% had problem gambling and 11% were at low to moderate risk of problem gambling. Participants who were male, aged 18–24, and in a non-commissioned rank were more likely to experience gambling problems. Additionally, participants with anxiety, depression, or hazardous drinking were more likely to experience gambling problems. Finally, many participants with problem gambling increased their gambling during the COVID-19 pandemic.