Background: Based on social cognitive theory, this study aimed to examine whether and how social abilities (i.e., cognitive empathy and emotional empathy) are associated with gambling disorder (GD) by incorporating attitudes toward general risk (i.e., risk aversion) and responsible gambling as potential mediators of this link. Methods: A convenience sample of 580 past-year lottery gamblers (M = 34.07, SD = 13.36; 50.4% female), recruited near lottery sales shops, completed an anonymous paper-version questionnaire on site. Data were collected using the DSM-5 diagnostic criteria for GD, Interpersonal Reactivity Index, Risk Aversion Scale, Positive Play Scale, and demographic items. Path analysis and mediation analysis were applied to examine the effects of cognitive empathy and emotional empathy on GD and the mediating roles of risk aversion and responsible gambling attitude. Results: Our results showed that cognitive empathy, but not emotional empathy, was significantly and negatively correlated with GD. Also, the effect of cognitive empathy on GD was fully mediated by risk aversion and responsible gambling attitude, whilst the total indirect effect of emotional empathy on GD was nonsignificant. As hypothesized, the indirect paths from both types of empathy to GD were significantly and serially mediated by risk aversion and responsible gambling attitude. Conclusion: Cognitive empathy, distinct from emotional empathy, was a statistically significant correlate of GD. Moreover, the path model results also suggest that responsible gambling attitude was a salient protective factors against GD. Future GD prevention efforts may benefit from paying more attention to the role of responsible gambling attitude.