People often use justifications to make desirable choices, but little is known about these justificatory thoughts in gambling. We conducted an exploratory Study 1 (n = 101) and a confirmatory Study 2 (n = 154) using online surveys, recruiting gamblers with prior and current experience of trying to reduce their gambling. Using justifications recognized in the domains of eating and consumer behavior (e.g., prior use of effort, feelings of achievement), we examined whether justifications were associated with problem gambling severity, and whether they explained additional variance above trait impulsivity and cognitive distortions. In both studies, justifications were positively associated with problem gambling severity, after accounting for trait impulsivity and cognitive distortions. Additionally, justifications were positively correlated with trait urgency and cognitive distortions, indicating that such thinking may not be antithetical to impulsivity. These data provide proof-of-principle evidence that justificatory thinking occurs in the context of gambling, is related to problem gambling severity, and may therefore represent a neglected aspect of gambling-related cognitions.