The relationship between problem gamblers and gamblers at risk and tobacco and alcohol use is studied in a representative sample of students in secondary education in Galicia (N = 2.790). 5.6% were problem gamblers and 8.2% gamblers at risk. There is a clear relationship between a higher involvement in gambling with a higher tobacco and alcohol use. Whereas the percentage of those who do not have a gambling problem and smoke daily is 23.4%, it rises to 30.43% in the gamblers at risk and to 56.5% in the problem gamblers. The same relationship appears in the number of cigarette smoked. The alcohol/week consumption for problem gamblers is double that of those who do not have a gambling problem for beer/week and spirits/week, and triple for wine/week. At risk gamblers are at an intermediate point. Significant differences also appear in respect of age and gender. The overall results show a clear association among these three behaviours, and these implications for the study of addictive behaviours is discussed.