In this paper we have examined the validity of the generalized second law of thermodynamics (GSLT) in an expanding Friedmann Robertson Walker (FRW) universe filled with different variants of Chaplygin gases. Assuming that the universe is a closed system bounded by the cosmological horizon, we first present the general prescription for the rate of change of total entropy on the boundary. In the subsequent part we have analyzed the validity of the generalised second law of thermodynamics on the cosmological apparent horizon and the cosmological event horizon for different Chaplygin gas models of the universe. The analysis is supported with the help of suitable graphs to clarify the status of the GSLT on the cosmological horizons. In the case of the cosmological apparent horizon we have found that some of these models always obey the GSLT, whereas the validity of GSLT on the cosmological event horizon of all these models depend on the choice of free parameters in the respective models.