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This study explores underlying latent construct/s of gambling behaviour, and identifies indicators of “unhealthy gambling”. Data were collected from Youth’07 a nationally representative sample of New Zealand secondary school students (N = 9107). Exploratory factor analyses, item-response theory analyses, multiple indicators-multiple causes, and differential item functioning analyses were used to assess dimensionality of gambling behaviour, underlying factors, and indicators of unhealthy gambling. A single underlying continuum of gambling behaviour was identified. Gambling frequency and ‘gambling because I can’t stop’ were most strongly associated with unhealthy gambling. Gambling to ‘feel better about myself’ and to ‘forget about things’ provided the most precise discriminants of unhealthy gambling. Multivariable analyses found that school connectedness was associated with lower levels of …