Within a framework of a psychoanalytical concept it is not easy to define a single psychological mechanism of a pathological gambling addiction origin and development. Some psychoanalysts state that said addiction is one of manifestations of the risk predisposition attitude. They propose several hypotheses on certain psychological structures, which are involved in forming a pathological behavior and describe mechanisms which these structures are based on. But, visible controversies aside, current theories are not mutually exclusive, they rather supplement, augment and broaden one another. According to researchers, a pathological gambler is unconsciously driven not to win, but to lose. It is a case of autoaggression, differences lie in an interpretation of the guilt feeling origins. Psychological masochism and erotisation of pain are being shown as principal sources for an unconscious anxiety of a gambler.