Fourteen ‘treatment resistant’ problem gamblers received 9 weeks of Dialectical Behavior Therapy (DBT) at specialist problem gambling services delivered in Melbourne, Australia. This study is the first to investigate the effectiveness of a brief DBT treatment for problem gambling, with a focus on measuring change in the four DBT process skills (mindfulness, distress tolerance, emotion dysregulation, and negative relationships). Although there were no statistically significant improvements in measures of gambling behaviour, 83% of participants were abstinent or reduced their gambling expenditure pre- to post-treatment. Participants also reported statistically and clinically significant improvements in psychological distress, mindfulness, and distress tolerance. Moreover, there were no increases in alcohol or substance use. These results are discussed in the context of focusing on a single DBT process skill, and the benefits of using group-based approaches.