There are many parallels between research on gambling and research on alcohol use, but a striking difference is the emphasis in the former area on problem gambling rather than the use of participation measures. We outline five topics that are underdeveloped as a consequence: (i) gambling participation and future problems; (ii) moderate gambling; (iii) separate measurement of exposures and harms; (iv) predictors of participation; and (v) natural history of participation. Challenges to the future development of gambling participation measures are discussed by reference to comparable difficulties in the field of alcohol use and some examples are given as to how progress could be made. Further development of measures will necessarily occur in the context of broader scientific aims. Some recent studies are highlighted that provide hope of gains in this area. We urge further progress to yield conceptually and operationally distinct indices of exposures and harms.