This study examined the relationship between anxiety, social stress, and gambling behavior among 1,044 high school students from grades 7 to 11. Adolescents completed questionnaires concerning their state, trait, and generalized anxiety, social stress, and gambling behavior. Results reveal that probable pathological gamblers report more state anxiety, trait anxiety, and social stress compared to non-gamblers, gamblers with no/minimal problems, and problem gamblers. Gamblers with the highest levels of state and trait anxiety engaged in more severe gambling behaviors, substance abuse, reported different reasons for gambling, and endorsed more dissociation items compared to gamblers whose anxiety and social stress levels were in the average or low range. Results of this study provide added support for Jacob's General Theory of Addictions.