The prior literature has suggested that gaming venue employees might be an at-risk group for developing gambling problems. A variety of occupational stressors and workplace factors were uncovered for causing the elevated risk. However, little theory-driven research has been conducted to investigate Asian gaming venue employees' experience of work stress and gambling behavior. Adopting the transactional theories of stress and coping, this exploratory study examined perceived job satisfaction, work stressors, stress strains, coping responses and gambling behavior among Chinese casino employees in Macau. Semi-structured interviews with fifteen casino employees (9 men and 6 women) were conducted. Many interviewees described working at casino as very stressful. Seven types of workplace stressors were identified. Most were aware of the harmful effects of work stress on their health. They experienced physical and psychological strains despite various coping strategies were employed to alleviate job stress. Many gambled after work to 'unwind'. Using the DSM-IV criteria, one male employee could be categorized as a pathological gambler, and five men exhibited symptoms of problem gambling. In addition to job stress and male gender, other risk factors for problem gambling were also found. The study results have implication for workplace stress prevention and responsible gambling practices.