Online gambling has dramatically increased over the last decades, thus the study of the underlying physiological mechanisms could be helpful to better understand related disorders. Specifically, physiological arousal is well-known to play a key role in gambling behavior. In the present study, unconventional frequency feature of the electrodermal activity (EDA) was extracted (EDASympn) and compared to the most common heart rate variability (HRV) spectral parameters (LF, HF, HFn, LF/HF) to measure arousal during an online gambling session. 46 subjects played online slot machines for 30 minutes, while EDA and ECG were recorded. In the analysis the gaming session was divided into three 10-minutes-long phases. A one-way repeated measures analysis of variance was carried out for each spectral parameter, with the game phases as within-subjects factor. All the calculated parameters showed significant differences between the initial phase of the game and the last two (p < 0.001). In particular, EDAsympn displayed a reciprocal trend with respect to HFn: an initial increase (decrease for HFn) was followed by a plateau phase. LF exhibited a significant difference also between the second and the third phases. EDA frequency-domain analysis appears to be a promising method for physiological arousal assessment, by showing the same discriminative power of HRV spectral components. Further research is needed to emphasize these findings.Clinical Relevance-This promotes the use of a new and easy-to-implement method to assess sympathetic activity.