Problem gambling and sleep difficulty threaten health. Using the basis of self-regulatory theory, potential mechanisms for these problems were investigated. Fifty-nine treatment-seeking gamblers completed the Pittsburgh Sleep Quality Index (sleep difficulty), the Sleep Hygiene Index (negative sleep habits), the Problem Gambling Severity Index and measures of self-regulatory capacity and arousability with data entered into regression analyses. Results supported the relationship between problem gambling and greater sleep difficulty (beta = .18, t = 3.22, p <.01). Self-regulatory capacity mediated the relationship between problem gambling and sleep difficulty (R (2) change = .15, F(2, 57) = 12.14, beta = -.45, t = -3.45, p <.001) as well as between problem gambling and negative sleep habits; R (2) change = .17, F(2, 57) = 13.57, beta = -.28, t = -3.76, p <.001. Arousability predicted sleep difficulty (beta = .15, t = 3.07, p <.01) and negative sleep habits (beta = .40, t = 5.40, p <.01) but showed no relationship with problem gambling (r = .09, ns). Self-regulatory capacity represents an important mediator of the relationship between problem gambling and sleep-related behaviour and if targeted could reduce behavioural threats to health.