The purpose of this study was to investigate alexithymia (in relation with depression) in three groups of French gamblers (n = 186) recruited in their gambling location: at the racetracks (n = 80 males; mean age 28.1 years), in the slot machine rooms (n = 65; 29 males, 36 females; mean age 34.6 years), and in the traditional gaming rooms (n = 41 males; mean age 36 years). Gambling behavior was measured by the South Oaks Gambling Screen and DSM-IV criteria for pathological gambling, Alexithymia by the Toronto Alexithymia Scale (TAS-20) and depression with the Beck Depression Inventory (BDI-13). For racetracks and slot machine gambling, pathological gamblers differed from non-pathological gamblers, regarding their alexithymia scores. These results remained stable after controlling for depression scores among the racetracks gamblers only. The relationship between alexithymia and depression depends on the type of pathological gambler. These findings are consistent with the idea of identifying clinically distinct subgroups of gamblers.