Beliefs about free will and determinism have been shown to associate with and influence behavior. The present study examined the relationship between these beliefs, key social cognitive constructs, and gambling behavior. A cross-sectional design was used with assessments taken of participants’ (N = 316) past gambling behavior; beliefs in free will and determinism; and attitude, perceived behavioral control, and intention toward gambling. Four weeks after survey completion, participants (N = 218) reported their gambling behavior. A MANOVA examined differences between gambling frequency and constructs. Bivariate correlations and regressions were undertaken to understand the relationships between constructs and gambling behavior. Results showed frequent gamblers had significantly greater positive attitudes and intentions toward gambling compared to infrequent gamblers. Infrequent gamblers also had significantly stronger perceived behavioral control and beliefs in free will than frequent gamblers. Free will significantly predicted attitude and perceived behavioral control, and explained additional variance in intention above attitude and perceived behavioral control. There was no effect for determinism. Finally, gambling behavior was explained by intention and perceived behavioral control, but not beliefs in free will and determinism. The study provides evidence for the association between free will beliefs, key social cognitive constructs, and gambling behavior. Future research should confirm the causal role of these relations.