Responsible gambling (RG) approach, which involves multiple stakeholders, has been adopted and promoted by the Macao government to combat gambling-related problems, including gambling disorder. Earlier surveys however, have shown that a fair proportion of gamblers do not engage in personal RG practice (e.g., set limits of gambling expense and time). Based on the health belief model, this cross-sectional study investigated if and which expectancies regarding RG were associated with RG practice and if RG practice were protective factors of gambling disorder. We conducted a telephone poll in Macao, China and randomly recruited 203 Chinese adults (male = 57%; age = 18–81 years), who had engaged in gambling activities in the past 12 months, for an anonymous survey. We found that RG practice was not significantly correlated with perceived barriers / benefits and self-efficacy regarding RG practice (p > .05). Gamblers however, reported more RG practice if they perceived more negative consequences of gambling and higher severity of gambling disorder (p < .01). RG practice was also negatively correlated with self-reported DSM-5 symptoms of gambling disorder (p < .01). Our findings suggest that future RG campaigns should consider segmentation and incorporate some strategies that increase adverse consequences of (disordered) gambling perceived by gamblers.