Gambling disorder is an impairing condition confounded by psychiatric co-morbidity, particularly with substance use and anxiety disorders. Yet, our knowledge of the mechanisms that cause these disorders to coalesce remains limited. The Incentive Sensitization Theory suggests that sensitization of neural Bwanting^pathways, which attribute incentive salience to rewards and their cues, is responsible for the excessive desire for drugs and cue-triggered craving. The resulting hyper-reactivity of the Bwanting' system is believed to heavily influence compulsive drug use and relapse. Notably, evidence for sensitization of the mesolimbic dopamine pathway has been seen across gambling and substance use, as well as anxiety and stress-related pathology, with stress playing a major role in relapse. Together, this evidence highlights a phenomenon known as cross-sensitization, whereby sensitization to stress, drugs, or gambling behaviors enhance the sensitivity and dopaminergic response to any of those stimuli. Here, we review the literature on how cue attraction and reward uncertainty may underlie gambling pathology, and examine how this framework may advance our understanding of co-mordidity with substance-use disorders (e.g., alcohol, nicotine) and anxiety disorders. We argue that reward uncertainty, as seen in slot machines and games of chance, increases dopaminergic activity in the mesolimbic pathway and enhances the incentive value of reward cues. We propose that incentive sensitization by reward uncertainty may interact with and predispose individuals to drug abuse and stress, creating a mechanism through which co-mordidity of these disorders may emerge.