The aim of this study was to assess the influence of diurnal cortisol profile on decision making under risk in individuals with problem gambling and a healthy control group. We examined the relationship between diurnal cortisol, assessed over the course of 2 days, and a battery of tasks that assessed decision making under risk, including the Columbia Card Task and the Cups Task. Thirty individuals with problem gambling and 29 healthy individuals took part in the study. Those with problem gambling showed blunted diurnal cortisol and more risk taking behavior compared with those in the healthy control group. Blunted cortisol profile was associated with more risky behavior and less sensitivity to losing money in problem gambling. These findings suggest that blunted stress physiology plays a role in specific parameters of risky decision making in problem gambling. (PsycINFO Database Record (c) 2020 APA, all rights reserved).