The scope and variety of video games and monetary gambling opportunities are expanding rapidly. In many ways, these forms of entertainment are converging on digital and online video games and gambling sites. However, little is known about the relationship between video gaming and gambling. The present study explored the possibility of a directional relationship between measures of problem gaming and problem gambling, while also controlling for the influence of sex and age. In contrast to most previous investigations which are based on cross-sectional designs and non-representative samples, the present study utilized a longitudinal design conducted over 2 years (2013, 2015) and comprising 4601 participants (males 47.2%, age range 16–74) drawn from a random sample from the general population. Video gaming and gambling were assessed using the Gaming Addiction Scale for Adolescents and the Canadian Problem Gambling Index, respectively. Using an autoregressive cross-lagged structural equation model, we found a positive relationship between scores on problematic gaming and later scores on problematic gambling, whereas we found no evidence of the reverse relationship. Hence, video gaming problems appear to be a gateway behavior to problematic gambling behavior. In future research, one should continue to monitor the possible reciprocal behavioral influences between gambling and video gaming.