The present study examined the relationship between non-suicidal self-injury (NSSI) and gambling. A total of 1,047 adults who were living in the UK and had gambled online in the past year completed an online survey. It was found that people experiencing moderate-risk gambling and problem gambling were more likely to engage in NSSI. But the risk of NSSI was also elevated among people with low-risk gambling compared to people who were not experiencing problem gambling. Several predictors of engaging in NSSI were identified. Emotional distress and insomnia emerged as the strongest predictors of NSSI. Younger age was also associated with a higher likelihood of NSSI.