BACKGROUND AND AIMS Although generally prohibited by national regulations, underage gambling has become popular in Europe, with relevant cross-country prevalence variability. This study aimed to estimate the prevalence of underage gambling in Europe stratified by type of game and on-line/off-line mode and to examine the association with individual and family characteristics and substance use. DESIGN Our study used data from the 2015 ESPAD cross-sectional study, a survey using self-administered anonymous questionnaires. SETTING 33 European countries. PARTICIPANTS 16-year-old students (N=93,875; F=50.8%). MEASUREMENTS The primary outcome measure was prevalence of past-year gambling activity. Key predictors comprised individual behaviors, substance use and parenting (regulation, monitoring and caring). FINDINGS 22.6% of 16-year-old students in Europe gambled in the past year: 16.2% on-line, 18.5% off-line. High prevalence variability was observed across countries both for mode and types of game. With the exception of cannabis, substance use shows the higher association with gambling, particularly binge drinking (OR:1.46, 95% CI:1.39-1.53), lifetime use of inhalants (OR:1.57, 95% CI:1.47-1.68) and other substances (OR:1.78, 95% CI:1.65-1.92). Among life habits, the following showed a positive association: truancy at school (OR:1.26, 95% CI:1.18-1.35), going out at night (OR:1.32, 95% CI:1.26-1.38), participating in sports (OR:1.30, 95% CI:1.24-1.37). A negative association was found with reading books for leisure (OR:0.82%, 95% CI:0.79-0.86), parents' monitoring of Saturday night activities (OR:0.81, 95% CI:0.77-0.86) and restrictions on money provided by parents as a gift (OR:0.89, 95% CI:0.84-0.94). CONCLUSIONS Underage gambling in Europe appears to be positively associated with alcohol, tobacco and other substance use (but not cannabis), as well as with other individual behaviors like truancy, going out at night and active participation in sports, and is negatively associated with reading for pleasure, parental monitoring of evening activities, and parental restriction of money.