A focus group of Reno area Gamblers Anonymous members identified four psychological traits contributing to risk for problem gambling, including: Escape, Esteem, Excess and Excitement. A panel of four experts authored 240 Likert-type items to measure these traits. By design, none of the items explicitly referred to gambling activities. Study 1 narrowed the field of useful items by employing a quasi-experimental design which compared the answers of Reno area Gamblers Anonymous members (N = 39) to a control sample (N = 34). Study 2 submitted successful items, plus new items authored with the knowledge gained from Study 1, to validation in a random sample telephone survey across Queensland, Australia (N=2577). The final 40 item Four Es scale (4Es) was reliable (α=.90); predicted gambling problems as measured by the Canadian Problem Gambling Index of Severity (PGSI, Ferris & Wynne (2001). The Canadian Problem Gambling Index: Final Report: Canadian Centre on Substance Abuse); and distinguished problem gamblers from persons with alcohol abuse problems. The new scale can provide a basis for further study in harm minimization, treatment, and theory development.