The Self-regulatory Executive Function model elucidates how metacognitions link to the development and maintenance of gambling disorder, however whether, and how, metacognitions explain responsible gambling remains unknown. This study is the first to address this knowledge gap by: (a) examining whether both generic and gambling-specific metacognitions explain variances in responsible gambling; and (b) testing the mediating role of depression between generic/gambling-specific metacognitions and responsible gambling. A two-stage cluster random sampling method was used to obtain a probability sample of 837 Chinese adult gamblers (48.5 % men, mean age = 41.11, SD = 14.31) in Macao, China. Hierarchical regression analysis indicated that gambling-specific metacognitions contributed to an additional 23 % variance explained in responsible gambling after considering generic metacognitions and demographics. Path analysis further showed that the direct paths from generic, positive and negative gambling-specific metacognitions to responsible gambling were all significant while the positive type showing a stronger effect. Moreover, depression partially mediated the effects of both generic and gambling-specific metacognitions on responsible gambling. Findings suggest that responsible gambling campaigns should consider improving the awareness of metacognitions and emotion regulation in depression among Chinese adult gamblers.