There are a multitude of factors implied in the acquisition, the development and the maintenance of gambling behavior. Among them, sensation seeking occupies an important place. Zuckerman originally suggested a relationship between sensation seeking and gambling. However, studies in this area have provided heterogeneous results. To explain these discrepancies, Zuckerman emphasized the fact that the type of gambling may be a crucial factor in the relationship with sensation seeking. Nevertheless, few studies have evaluated the link between the different types of gambling and problem behaviors. Furthermore, few studies were interested specifically on slot machines. While recent research has found high-levels of alexithymia in individuals with substance use and eating disorders only two studies have investigated the relationship between alexithymia and pathological gambling. Thus, these studies were focused on students. It is therefore important to study alexithymia in adult gamblers. Empirical data has shown that alexithymia levels may be influenced by negative mood states, especially depression. Some studies have found a positive correlation between alexithymia and depression scores, particularly in people with addictive behaviours. Nevertheless, studies found heterogeneous results. The main objective of this research was to evaluate scores on sensation seeking, alexithymia and depression (and the link between those variables) in gamblers of slot machines. Thus, slot machines gamblers were selected in the casino of Enghien-les-Bains, which is Paris nearest casino. Among them one distinguishes: regular gamblers ( n = 45) from which were extracted pathological gamblers ( n = 27), and occasional gamblers ( n = 19). The South Oaks Gambling Screen and the criteria of the DSM-IV were used to measure the intensity of gambling behavior; sensation seeking was evaluated by the Sensation Seeking Scale form V; alexithymia by the Toronto Alexithymia Scale (TAS-20) and the depression by the Beck Depression Inventory. No differences appeared significant between the three groups of gamblers for the sensation seeking scores. Pathological gamblers obtained higher alexithymia scores than occasional gamblers. Nevertheless, these findings didn’t remain stable when controlling for the effect of depression. Among pathological gamblers, the BDI score is positively correlated to the ‘difficulty identifying feelings’ factor. This result is consistent with the literature, which shows that alexithymia is closely related to depression in addictive behaviors. Indeed, the ‘difficulty identifying feelings’ factor seems to be explained by depression severity. These results suggest that the emotional component of alexithymia would be thymo-dependent, whereas the cognitive component would be independent and constitute a stable clinical feature. Pathological gamblers who play slot machine are low sensation seekers who shun the more dramatic and extraverted form of sensation seeking. They play to reduce or avoid unpleasant emotional states like depression. Pathological gambling could therefore be in part a maladaptive coping strategy to deal with affective disturbances; the game may function as a self-medication to treat emotional states, which the gambler finds no other way of treating. According to previous studies, slot machine gambling is referred to as ‘escape’ gambling, where gamblers may dissociate.