The urge to gamble is a psychological, physiological, and emotional state involved in the maintenance of pathological gambling. The ability of repeated exposure to a virtual gambling environment to modify the urge to gamble and perceived self-efficacy (PSE) is investigated. Ten video lottery players move throughout a virtual bar with five video lottery terminals five times. The urge to gamble and PSE do not significantly vary during exposure to the gambling environment. However, the desire to gamble significantly increases when passing from the practice environment to the gambling environment. These findings suggest that virtual reality is viable for use in exposure, but that a sole 20-minute session does not set the extinction process into motion. Future studies should be conducted on virtual exposure over the course of several sessions, with the addition of a cognitive restructuring intervention.