It is established that gambling outcomes (i.e. losing narrowly in a game of chance) promote persistent play. Although there have been recent advances in understanding the neurobiological responses to gambling near-misses, the psychological mechanisms involved in these events remain unclear. Recently, it has been shown (by using a laboratory slot machine task to deliver wins, near-misses and losses) that near-misses were more frequently perceived by problematic gamblers as an indicator of a future success (Clark et al., 2009). While impaired inhibition is implicated in case-control studies in pathological gambling, no studies have examined how inhibitory capacities moderate gambling behavior. In the current study, gamblers from the community played to a slot machine task which experimentally manipulate the delivering of win, miss, and near miss outcomes, and which comprises a non-mandatory extinction phase displaying only miss and near-miss outcomes. Participants were also tested with a stop-signal paradigm assessing prepotent response inhibition. The main findings of the studies are that (1) poor inhibition predicts persistence under extinction and (2) higher self-reported desire to play again both win and near-miss outcomes. This study for the first time highlighted the role of prepotent response inhibition in persistence (chasing behaviors) in simulated gambling.