Scale development in the extant gambling literature has been dominated by pathological gamblers, but the non- or sub-clinical gamblers have been overlooked. Moreover, most scales are predominantly based on Western samples; only a few of the scales have Chinese versions validated with Chinese samples. A rarely explored niche still exists for the development of an indigenous scale for Chinese gamblers. The current exploratory study made the first step towards such a direction by identifying factors through the construction of an indigenous Gambling Motives, Attitudes and Behavior (GMAB) scale for Chinese gamblers. Preliminary items were generated primarily from focus group discussions. The items were administered through a telephone survey in which 791 randomly sampled gamblers participated. Exploratory factor analyses revealed (a) five dimensions of gambling motives, namely, self-worth, monetary gains, sensation seeking, boredom alleviation, and learning; (b) four dimensions of gambling attitudes, namely, luck and fate, attitudes toward negative consequences in gambling, techniques, and superstition; and (c) six dimensions of behavior, namely, impaired control in gambling, gambling involvement, arousal reaction, superstitious behavior, controlled gambling and casino exploration. Implications of the interplay among these factors and future research directions were discussed.