This study investigates the likelihood of engagement in gambling among European adolescents and examines the prevalence of gambling involvement and problem gambling in various countries. The research utilizes data from the European School Survey Project on Alcohol and Other Drugs (ESPAD), employing nationally representative samples of adolescents from 33 European countries. The study reveals regional patterns, with Southern European and Balkan countries exhibiting high prevalence, and Scandinavian and Central European countries displaying it low. The Heckprobit model identifies three distinct profiles of gamblers within each subgroup of countries. The first stage estimates the likelihood of having engaged in gambling, while the second addresses the likelihood of becoming at risk of problematic gaming. Environmental and contextual factors play a more significant role in initiating gambling behavior, while individual characteristics have a greater impact on the likelihood of being at risk. Among various types of games, slot machines emerge as the most significant trigger for gambling behaviors.