Conceptually, there is a common association between gambling games with fast speeds of play and problem gambling. This relationship however, is largely correlational in nature, which comes at the expense of carefully controlled empirical investigation. Research that does exist aimed towards investigating the impact of gambling speeds on psychological and behavioural factors, is in its relative infancy, and the research possesses disparate methodologies and variables of interest. The aims of the current review is therefore to evaluate and summarise the existing body of evidence relating to speed of play in gambling, as well as discuss how this evidence can be used to inform harm minimisation approaches aimed at facilitating self-control during gambling. Eleven studies were selected for review based on the inclusion criteria, comprising nine experimental and two qualitative studies (one self-report focus group study and one observational study). There was a consistent finding across studies that games with faster speeds of play were preferred and rated as more exciting for all gamblers, ranging from non-problem to problem gamblers. Of concern, was the repeated finding that fast games are particularly appealing to those suffering with a gambling problem. Behavioural results were more inconsistent across studies, though the general trend supports the notion that games with faster speeds of play encourage more wagers, longer game play, and caused players, particularly problem gamblers, to experience difficulty in ceasing gambling. The implications of these findings for gambling policy, harm minimisation approaches, and future research are discussed.