One of the most effective way to treat gambling addiction is through therapy. Therapy can be done one on one with a psychologist who specializes in gambling problems. Alternatively you can go to group therapy such as Gamblers Anonymous and meet with other gamblers who have lost control. Therapy in a group setting is a good way to deal with your problems since you not only have a professional to help you deal with your problem but also others with similar issues that can tell you what they have gone through and what you can expect in the recovery process.