The purpose of the present study is to test the efficacy of the theory of planned behavior (TPB) on explaining Chinese people’s gambling intention and involvement. The TPB postulates that individuals first consider the behavior outcomes (attitude), their significant others’ expectations (subjective norm), and their own control over the behavior (perceived behavioral control), and then form an intent to act (intention) or take actions (actual behavior). A representative Chinese adult sample in Macao was recruited by a random residential number dialing method. The structural equation modeling was conducted on both gambler group and non-gambler group. The findings showed that Chinese people who possess more favorable attitudes toward superstition and techniques, a weak sense of control over gambling refusal, and a greater gambling intention are more likely to engage in excessive gambling. However, subjective norm was found to be a relatively weaker factor of gambling intention and involvement. Therefore, public education in Macao may involve not only accurate game probabilities to expel common myths of gambling supersitions and techniques, but also assertive and social skills to “say no to gambling”.