Does gambling addiction cause depression? Or… does depression cause this problem. This is a classic case of what comes first..the chicken or the egg. Having worked as a counselor for 10 years in the mid eighties to early nineties, both illnesses were always separated. I could never understand this because both are so intricately intertwined. How can you separate the two illnesses?And… how can you really try to figure out which happens first.Anybody with a gambling problem that has any life consequences is surely going to experience depression.In the “winning phase”… when the gambler is still winning and in his or her glory, depression will not co-exist. However, once the addiction progresses, and the person begins losing money, going into debt, and experiencing social, emotional,and physical consequences, depression is sure to ensue.Was the individual with a gambling affliction depressed before? Maybe they could have been depressed before the addiction.. and maybe not. The bottom line is that the person with gambling problems is sure to become severely depressed in direct relationship to the consequences of the gambling behavior.It is hard to separate gambling and depression because gambling addiction is a lonely, isolating, demoralizing disorder. Depression has the same type of qualities.Compulsive gambling and the stress and chaos that it causes in one’s life can result in despondency, lack of sleep, hopelessnes, helplessness, loss of self esteem, sadness, and suicidal thoughts. It is very hard to separate gambling addiction and depression. This addiction is a very depressing affliction.