Scientists homed in on the insula, a folded area deep within the cerebral cortex, by studying patients with damage to different brain regions. Those whose insula was damaged did not exhibit the distorted thinking shown by most people who succumb to gambling.
Lead scientist Dr Luke Clark, from Cambridge University, said: "We believe that the insula could be hyperactive in problem gamblers.
"Future treatments for gambling addiction could seek to reduce this hyperactivity, either by drugs or by psychological techniques like mindfulness therapies."
Gamblers are susceptible to two key mental problems that keep them losing their money.
Firstly, they are encouraged to keep betting by what they see as "near misses".
Secondly, they believe that if something happens more frequently than usual it is less likely to happen in the future, and vice-versa. This is known as the "gamblers' fallacy".
The researchers gave patients with injuries to three different areas of the brain two gambling tasks designed to trigger both responses. One was a slot machine that delivered wins and "near misses", such as a cherry one position away from the jackpot line. The other was a roulette game involving red or black predictions aimed at tempting players into the "gamblers' fallacy" trap.