Responsible gambling (RG) strategies seem to be effective only to some people and it is unclear why some gamblers are more likely to adhere to RG practices (e.g., self-exclusion and setting limits). The current study investigated whether cognitive factors, including RG awareness and Health Belief Model (HBM) factors (i.e., perceived susceptibility, perceived severity, perceived benefit, perceived barrier, cue to action, and self-efficacy), accounted for individual differences in adherence to ten common RG practices. Eight hundred and ninety-six community-dwelling adults were recruited to participate in a telephone poll in Macao, China, in November 2016. We found that only 56.1% of the respondents had heard of RG, and there was a positive relation between RG awareness and RG practices. Moreover, HBM factors were also shown to explain one's adherence to RG practices in general but the effectiveness of HBM factors varied across RG practices. The findings provided practical implications that there is a need to target different cognitive beliefs for promoting different RG practices in designing intervention.