In Norway, legalized gambling is pervasive, easily accessible and socially accepted, particularly the participation in national lotteries. We conducted a stratified probability sample study during January–March 2007 (age group 16–74 years, N = 3,482, response rate 36.1%) to assess gambling behavior and prevalence of problematic gambling by the NORC Diagnostic Screen (NODS). Overall, 67.9% of the study population had been engaged in past‐year gambling and 0.7% were past‐year problematic gamblers (NODS score 3+). Male gender, low educational level, single marital status, and being born in a non‐Western country were variables positively associated with problematic gambling. Past‐year problematic gamblers indicated the slot machine (34.6%) and Internet gambling (26.9%) as the most important games, while most non‐problematic gamblers pointed out the lotteries (62.3%) as the most important game. The prevalence of self‐reported sleeping disorders, depression and other psychological impairments was significantly higher among problematic gamblers. Gambling problems affect people's lives in multiple ways.