Abstract Recent neuropsychological research indicates that patients with pathological gambling (PG) exhibit deficits in laboratory tasks of decision-making which are suggested to be associated with neurochemical alterations within the prefrontal cortex. Some studies also revealed that hypothalamic–pituitary–adrenal axis activity in gamblers is altered. To date, very little is known about the relationship between decision-making and neuroendocrine parameters. Therefore, we examined patients with PG ( n = 22) and healthy comparison subjects ( n = 19) with a laboratory task of decision-making (Game of Dice Task) and sampled salivary cortisol and alpha-amylase (sAA) concentrations before and in the course of task performance. Results showed that the PG patients’ neuroendocrine responses were comparable to those of the healthy subjects, even though the patients had severe decision-making deficits. Within both groups, there were no changes in cortisol and sAA responses. However, correlations and a subgroup analysis for sAA revealed that only those patients who showed less disadvantageous decision-making patterns had an increase of sAA during the task. Accordingly, the increase of sAA – as an indirect marker of sympathetic nervous system activity – in those patients with less severe decision-making deficits could reflect the use of somatic markers biasing the decision-making process.