This study evaluates the efficacy of a cognitive treatment for pathological gambling. Five pathological gamblers were treated in a multiple baseline across subjects design. Cognitive correction targeted the erroneous perceptions towards the notion of randomness. Four subjects reported a clinically significant decrease in the urge to gamble, an increase in their perception of control, and no longer met the DSM-IV criteria for pathological gambling. Therapeutic gains were maintained at the 6 month follow-up. Results suggest that cognitive therapy targeting the misconception of the notion of randomness is a promising treatment for pathological gambling, a refractory disorder to most therapeutic interventions.