In recent years, Macao has undergone great development in the economic sphere, which has caused a trend of an increasing number of problem gamblers. Problems associated with gambling affect not only the gamblers themselves, but also family members and family functionality. This qualitative research provides a deeper understanding of the experiences of children in families where there is problem parental gambling through in-depth interviews with 11 Macao residents: members of three families and their social workers. The various kinds of impact encompass physical, behavioural, and psychological aspects of children’s developmental process, including economic hardship, personality disorder, poor social relationships, poor school performance, and negative perceptions of gambling and marriage. In addition, this research discusses immigrant and gender issues in problem gambling families and how children deal with these impacts. This research has two central findings: (1) limited differences in impact on the family exist based on whether the problem gambler is male or female because of the change in family structure and the emergence of dual income families, and (2) children in problem gambling families appear to have antagonistic feelings towards gambling. These results differ from those of prior research. This research contributes to the understanding the influence of problem gambling on families and the relationship between individuals and society.