Electronic gaming machines (EGMs) have been frequently associated with problem gambling. Little research has compared the relative contribution of casino EGMs versus non-casino EGMs on current problem gambling, after controlling for demographic factors and gambling behaviour. Our exploratory study obtained data from questionnaires administered to a convenient, non-representative New Zealand sample of 138 problem gamblers (66 male, 70 female) and 73 non-problem gamblers (41 male, 32 female) categorized by scores on the Problem Gambling Severity Index (PGSI). Age groups ranged from 20 to 60+ years. Of 11 gambling activities, only gambling on EGMs in casinos and EGMs in pubs and clubs distinguished problem gamblers from non-problem gamblers. There were some significant interactions between marital status and types of gambling activities on problem gambling status. From multivariate logistic regression analysis, gambling on EGMs in pubs and clubs was a stronger, unique predictor of current problem gambling than EGMs in casinos, after controlling for demographic factors and total gambling activities. We suggest directions for future large-scale research and interventions for reducing the harm of gambling on non-casino EGMs.