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This article focuses on the phenomenon of gambling from a clinical perspective. By its seeming irrationality, which oscillates between an unavoidable loss of any possible gain and an unreasonable belief in success contradicting all forms of probability theory, this addiction poses a specific problem: if the gambler does not really play for money, which is always put back into play, to what is he or she addicted? Psychoanalysis, by means of the hypothesis of the unconscious, allows us to provide a logic which helps in solving the riddle of what is mysteriously behind the gambler’s passion. Contrary to the most current approaches to addiction, psychoanalysis allows us to bring back the question of relevant psychological causation by highlighting the specific pleasure of the subject when faced with chance. At first, the author offers a synthesis of his clinical experience with gamblers at an addictology center. Starting from the observation that they rarely engage in requests for sustained dialogue, the author analyses the specific reasons that impede those addicted to gambling from deciphering their condition. Next, the author presents original findings from a one-year treatement. These elements contribute to establishing a differential treatment of addictions.