Although research on self-efficacy in the gambling literature took place more than 25 years ago, only in the recent decade did researchers attempt to develop valid and reliable measures of gambling-related self-efficacy. Recently Casey et al. (J Gambl Stud 24:229–246, 2008) developed the Gambling Refusal Self-Efficacy Questionnaire (GRSEQ) in an Australian sample, which is a valuable tool for gambling research. The first objective of this study is to validate the measure in a new sample. Given that previous research on Chinese’s gamblers’ self-efficacy is lacking, and that related research often used ad-hoc measures of the construct, a second objective of this study is to evaluate whether the GRSEQ is suitable for Chinese people. A sample of 427 university students (56.4 % females, 50.7 % gamblers) answered a questionnaire with measures including the GRSEQ, subjective norms, intentions toward gambling, general self-efficacy, impulsiveness, and pathological gambling symptoms. Evidence was found for the four-factor structure, internal consistency, criterion-related validity, and discriminant validity of the Chinese version of the GRSEQ among this young Chinese group.