The presence of unsuitable coping and emotion regulation strategies in young populations with gambling disorder (GD) and in those who have experienced cyberbullying victimization has been suggested. However, this association has not been explored in depth. In this study, our aim was to analyze individual differences in emotion regulation, coping strategies, and substance abuse in a clinical sample of adolescents and young adult patients with GD (n = 31) and in a community sample (n = 250). Furthermore, we aimed to examine the association between cyberbullying and GD. Participants were evaluated using the Cyberbullying Questionnaire-Victimization, the Canadian Adolescent Gambling Inventory, the Coping Strategies Inventory, the Difficulties in Emotion Regulation Scale, the Alcohol Use Disorders Identification Test and the Drug Use Disorders Identification Test. Structural Equation Modeling was used to explore associations between these factors in a community sample and in a clinical group. In both groups, exposure to cyberbullying behaviors was positively associated with higher emotion dysregulation and the use of maladaptative coping styles. Our findings uphold that adolescents and young adults who were victims of cyberbullying show difficulties in emotion regulation and maladaptive coping strategies when trying to solve problems. The specific contribution of sex, age, gambling severity, emotion regulation, and coping strategies on cyberbullying severity is also discussed. Populations at vulnerable ages could potentially benefit from public prevention policies that target these risk factors.