Problem gambling has become a widespread problem following the rapid expansion of electronic gaming machines into hotels and clubs over the last 10 years. Recent literature indicates that certain factors can influence problem gambling severity, such as psychiatric co-morbidity and personality traits, gambling related cognitions, substance use and gender. This study investigated 127 treatment seeking problem gamblers at baseline, who completed a range of self report measures including gambling severity. Using block-wise multiple regression modelling we found gambling related urge, gambling related cognitions, and depression were significant predictors of problem gambling severity. High levels of anxiety and stress were also found amongst this sample. These results have implications for health practitioners in assessment and treatment planning for problem gamblers and will possibly contribute to further development of gambling related measures.