Compulsive gambling has received widespread attention in the last decade. Gambling has become the first non-chemical addiction, which went down to the section "Addiction and related disorders" of the modern DSM-V. The review considers non-pharmacological and pharmacological approaches to the treatment of gambling. Among non-drug approaches, cognitive-behavioral therapy and 12-step programs have gained the most popularity in the "Gamblers Anonymous" community. Among pharmacological approaches, three classes of drugs: antidepressants (mainly SSRIs), opiate antagonists (naltrexone and nalmefene) and mood stabilizers (valproate, lithium, topiramate) proved to be effective in treatment of gambling. No differences in the efficacy of the three classes of psychotropic drugs have been identified. Preliminary results for N-acetylcysteine and memantine cause optimism in terms of perspective.