Psychiatric disorders frequently co-occur with pathological gambling. The extent to which co-occurence extends to subsyndromal levels of gambling or differs between women and men is incompletely understood. To examine whether the association between psychiatric disorders and past-year gambling problems is stronger in women than men. Data from the national epidemiological survey of alcoholism and related disorders (NESARC) (n = 43,093) were analyzed. Increasing severity of past-year gambling problems was associated with increasing odds of most past-year Axis I and lifetime Axis II disorders, regardless of gender. Associations between gambling problems and major depression, dysthymia, panic disorder, and nicotine dependence were statistically stronger in women than in men. A severity-related association exists between past-year gambling problems and psychiatric disorders. The stronger associations in women suggest that gambling research, prevention and treatment efforts consider gender differences.