Gambling addiction was the first addictive behavior not related to substance use that was recognized by the DSM-5. It shares diagnostics and comorbidity with other addictions. Extensive studies have investigated the clinical variables involved, but there have been fewer studies of related cognitive and social variables. In this research, an integrative model was developed to advance the understanding of gambling addiction, and an explanatory model was created based on the concept of cognitive distortions. Methods: The sample comprised 258 university students (59.5% women) with a mean age of 20.95 years (SD = 2.19). A series of questionnaires were administered to measure gambling addiction, depression, coping with stress, prosocial behavior, susceptibility to priming and cognitive distortions about gambling. In addition, correlations, multiple linear regressions and a simple mediation model of these variables were analyzed. Results: The results indicated that gambling addiction was correlated with a variety of clinical, social and cognitive factors. These factors contributed to a model that predicted 16.8% of the variance in gambling addiction and another model using cognitive distortions as a predictor and the maximum bet as a mediator that predicted 34.5% of the variance. Conclusions: The study represents an advance by developing a theoretical model from an integrative perspective and providing a new explanatory model. The findings of this research are of great importance in the development of prevention and intervention programs for gambling addiction.