Due to changes in gambling accessibility during the last decade gambling has become more widespread in Estonia and the prevalence of pathological gambling has sharply increased. The present study attempts to identify psychological characteristics of Estonian pathological gamblers. It has been shown that a wide range of social, economic, and individual factors (e.g. personality traits and emotional states) predict the likelihood of becoming a pathological gambler. In the present study, pathological gamblers' (N = 33) personality traits, self-esteem, self-reported emotional states and cognitive ability were compared to the respective characteristics in a non-gambling control group (N = 42) matched for age, gender and educational level. It was found that compared to controls, pathological gamblers had higher scores on Neuroticism (especially on its immoderation facet) and lower scores on Conscientiousness (especially on its dutifulness and cautiousness facets) and on self-esteem scale. They reported more negative emotional states during the previous month (especially depression and anxiety). Finally, pathological gamblers had lower general cognitive ability. In a logistic regression model, the likelihood of being a pathological gambler was best predicted by high immoderation score and low cognitive ability.