Background & Aim: Deposit limits may be an effective strategy for minimising the harm associated with online gambling. However, voluntary uptake of these tools is low. This study aimed to compare the effectiveness of different messages to increase use of deposit limits by customers of online gambling sites and to examine the effects of limit setting on gambling behaviour. Design: A pre-registered, naturalistic randomised control trial was conducted wherein customers were sent varied messages by online gambling operators. Setting: Four online Australian sports and racing wagering websites. Participants: 31,989 wagering customers (reduced to 26,516 after screening for eligibility) who had placed bets on at least five days during the last 30. Interventions: Messages were sent via email or in-account notification and were designed to either: [1] be informative, describing the availability and purpose of the tool, [2] highlight the benefits other people receive from using the tool (social messages), or [3] promote the benefit individuals could receive from using the tool (personal messages). Comparators: A control group of customers who did not receive messages was monitored for comparison. Measurements: We collected customer account data for 90-days pre- and post-messages. Findings: 161 (0.71%) customers set a deposit limit within five days of messages being sent. Those sent messages via in-account notification were more likely to set limits than those sent messages via email. Differences in message content had little effect on deposit limit uptake. Customers who set limits showed significantly greater decreases in average daily wager amount, the SD of average daily wager, net loss, and betting intensity compared to a randomly selected subsample of non-limit-setters. Conclusions: Customer messages are inexpensive and can lead to small but impactful increases in the uptake of deposit limits on gambling sites. Setting deposit limits was associated with decreased gambling intensity, expenditure, and losses and may therefore be an effective harm-reduction strategy.