Several treatment options for gambling disorder (GD) have been tested in recent years; however dropout levels still remain high. This study aims to evaluate whether the presence of psychiatric comorbidities predicts treatment outcome according to Millon's evolutionary theory, following a six-month therapy for GD. The role of severity, duration of the disorder, typology of gambling (mainly online or offline) and pharmacological treatment were also analysed. The recruitment included 194 pathological gamblers (PGs) to be compared with 78 healthy controls (HCs). Psychological assessment included the South Oaks Gambling Screen and the Millon Clinical Multiaxial Inventory-III. The “treatment failure” group (n = 70) comprised PGs who prematurely dropped out of the treatment whereas the “abstinent group” (n = 124) included PGs who completed the treatment regardless of whether the outcome was successful or not. As expected, the presence of psychiatric comorbidities was highlighted as a significant predictor in dropping out of the therapy. Specifically negativistic personality disorder, antisocial personality disorder, drug dependence and PTSD were associated with early dropout. These variables were predictive of treatment outcome independently from the typology of gambling, severity, duration of the disorder and pharmacological treatment. Implications for psychological and psychiatric care are discussed.