Online gambling is a psychological and sociological phenomenon that is becoming a focus of interest for an increasing number of researchers in the social sciences. At present, there are numerous different methods that can be used to collect data about online gambling. However, this case study briefly examines one of the new methods that have been used in the last few years by those in the gambling studies field (i.e. behavioural tracking) and briefly reviews the advantages, disadvantages and uses. When it comes to studying online gambling behaviour, behavioural tracking methodologies offer a number of advantages for researchers as they provide a totally objective account of what gamblers do online. However, it is also argued that no single methodology is better than another in the collection of data concerning online gamblers.