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This article seeks to account for the success of gambling despite its supposed economic irrationality, since this financial risk taking usually leads to losing money. The study is based on a new interpretation of data in the “Compulsive gambling” section of the INPES-OFDT “Baromètre santé” (“Health barometer”) survey (2010) and fifty interviews with gamblers intended to show that a sociological approach enables an understanding of the attraction of these products. The article offers a typology of the varying nature of involvement in these activities, which cross-references the degree of risk-taking and the player’s sense of control. These uses of gambling reflect different attitudes to risk and to instrumental decisions that have consequences for the possible development of dependency on the behaviour. It appears that risk-taking in gambling is even less controlled when it is perceived by the gambler to be an alternative source of wealth creation in a context of limited resources and as a means of regaining some control over their social fortunes. Addiction careers are the outcome of a series of mind traps.