Differences in underlying cognitions across gambling tasks were examined. The South Oaks Gambling Screen, a measure of pathological gambling, was completed by 60 undergraduate students. They also played computer-simulated games of roulette, slots, and blackjack in a laboratory setting. The “think-aloud” procedure was used to reveal subjects' cognitions, which were subsequently categorized into cognitive heuristics. Individuals were classified as social gamblers with and without problems and probable pathological gamblers. Results reveal that certain heuristics, including references to an explanation of their losses, hindsight bias, personification of the dealer/machine, chasing behavior, and past experiences were most frequently endorsed by probable pathological gamblers. Empirical evidence supports that probable pathological gamblers are qualitatively different from social gamblers in their emitted verbalized cognitive heuristics.