Introduction: Several studies have supported the evidence that attachment styles are a central factor in adolescent gambling problems. On this theoretical basis, the aim of the present study is to analyze a hypothesized mediation model exploring both the direct and indirect effects of insecure attachment on gambling disorder by investigating the role of the developmental perspective, theory of mind (friend) and adaptive response in that relationship. Method: The sample consists of 178 adolescents who underwent the Measures: South Oaks Gambling Screen—Revised for Adolescents and Friends and Family Interview. Result: The mediation analysis was conducted following Hayes’ (2018) procedure, using Model 6. The results showed a significant association between insecure attachment and gambling disorder (β = 0.669; p < 0.001). The findings also highlighted a significant chained mediation model in which insecure attachment negatively influenced the developmental perspective (β = −0.742; p < 0.001), which affected the theory of mind toward one’s own best friend (β = 0.352; p < 0.001). Conclusions: The results highlighted a significant role of insecure attachment in predicting the symptomatic expression of gambling among adolescents, specifically impacting the development perspective, theory of mind toward one’s best friend and adaptive response to stress, which were linked to each other by a sequential influence. Therefore, our results showed that a poor developmental self-vision predicted a dysfunctional theory of mind toward the best friend. This could hinder the formation of positive peer relationships, which are crucial for the development of one’s identity.