Despite the prevalence of gambling world-wide, relatively few individuals become problem gamblers. Additionally many problem gamblers recover without professional assistance. The current study aim was to examine how individuals self-manage their gambling through (a) assessing frequency of use of a range of self-regulation strategies (b) examining how these strategies cluster and (c) exploring relationships between strategies, gambling frequency, amount spent and problem gambling severity. A sample of 303 gamblers was recruited, over-sampling for problem gamblers as assessed by the Problem Gambling Severity Index (PGSI) of the Canadian Problem Gambling Index (mean age 26.4 years, SD = 10.1 years; 119 males, 184 females; 238 social gamblers, 63 problem gamblers, 2 unclassified). They rated extent of usage of 27 gambling self-management techniques and completed the PGSI and other gambling measures. Factor analysis of items produced five factors, named Cognitive Approaches, Direct Action, Social Experience, Avoidance and Limit Setting. The relationships between these factors and key gambling variables were consistent with hypotheses that problem gamblers trying to reduce their gambling would be more likely to use the strategies than other gambler groups. The potential for developing the factors into a Gambling Self-regulation Measure was explored.