Background and aims Gambling in adolescence is often related to licit and illicit substance use. Some evidence shows that teenage smokers gamble more than non-smokers. The aim of the study is to analyze the relationship between problem gambling and smoking among Czech adolescents. Methods Data on 6,082 adolescents (50.1% boys and 49.9% girls) aged 15–19 years were collected as part of the ESPAD study in the Czech Republic in 2015. Logistic regression and linear regression models were used to test the hypothesis that the early onset of daily smoking increases the risk of problem gambling. Results The age of initiation of daily smoking seems to be a more reliable marker of the risk of problem gambling than smoking status or intensity of smoking. More than 20% of smokers who started smoking daily at the age of 12 years or earlier are at risk of problem gambling, which shows a significantly increased probability compared to non-smokers (OR = 2.7). Other factors that increase the chances of becoming a problem gambler include being male, of higher age, and a student of a secondary school. Discussion and conclusions The relationship between adolescent smoking and gambling is complex and is likely to be influenced by other underlying factors. Early daily smokers and at-risk gamblers tend in a similar way to risky behavior as a result of impulsivity. Interventions targeting early smoking and other substance-use behavior should not only aim at quitting smoking but could also include preventing smokers from developing problem gambling.