Problematic gaming may lead to poor mental health and negative social outcomes. Existing harm minimisation strategies predominately focus on school-based education, government legislation, and player protection programmes of the video gaming industry. From the perspective of players, the present research explored and evaluated beliefs and behaviours adopted by players to protect themselves from gaming-related harms. In Study 1, potential protective beliefs and behaviours were identified from focus group interviews among players. A survey was conducted to explore the factor structure of the protective beliefs and behaviours scale (PBBS). Based on parallel analysis, we found three belief factors and two behaviour factors that were negatively related to problematic gaming. In Study 2, the psychometric properties of PBBS were tested. Its factor structure was replicated in the confirmatory factor analysis, and the composite reliability and average variance extracted revealed adequate construct validity. The predictive validity of PBBS was demonstrated by its negative associations with problematic gaming symptoms and impulsiveness, as well as positive associations with self-control, self-esteem, and well-being. These protective beliefs and behaviours seemed to be promising in reducing gaming-related harms. The PBBS would be useful for evaluating players’ vulnerability to problematic gaming and providing insights into player-centred prevention strategies.