As the international gambling market continues to expand, determining effective approaches to prevent gambling-related problems becomes increasingly important. Despite a lack of in-depth research into its benefits, self-exclusion is one such measure already in use around the world in various sectors of the gambling industry. The present study is the first of its kind to examine the effectiveness of self-exclusion schemes in the casino sector in selected European countries. A written survey yielded a sample of N = 152 (self)-excluded gamblers. In addition to this cross-section analysis, a small sub-group (n = 31) was monitored over time by means of follow-up surveys carried out 1, 6, and 12 month(s) after the exclusion agreement came into force. The results reveal that the self-excluded individuals are typically under a great deal of strain and show a relatively pronounced willingness to change. However, this largely reaches its peak at the time the decision to self-exclude is made. From a longitudinal perspective, various parameters indicate a clear improvement in psychosocial functioning; a favorable effect that also starts directly after the exclusion agreement was signed. Finally, considering theoretical and empirical findings, possibilities for optimizing (self-)exclusion schemes will be discussed.