<p>Problem gambling is increasingly recognized as a significant public health concern, yet the psychological mechanisms through which stressful life experiences contribute to gambling problems remain insufficiently understood. Drawing on the stress-coping framework and resilience theory, the present study examined whether coping strategies mediate the relationship between stressful life events and problem gambling, and whether psychological resilience moderates these associations. A total of 527 lottery players from mainland China (<i>M</i>_age = 35.37, <i>SD</i> = 9.48, 67.36% male) completed four questionnaires, including: the Holmes–Rahe Stress Inventory, the Problem Gambling Severity Index, the short form of the Coping Inventory for Stressful Situations, and the Brief Resilience Scale. Mediation analyses indicated that coping strategies mediated the relationship between stressful life events and problem gambling. Specifically, task-oriented coping was negatively associated with problem gambling, whereas emotion-oriented and avoidance-oriented coping were positively associated with problem gambling. Moderated mediation analyses further revealed that resilience significantly moderated both the stress-coping pathway and the direct association between stressful life events and problem gambling. Higher resilience strengthened the association between stress and task-oriented coping while weakening the relationships between stress and maladaptive coping strategies. In addition, the positive association between stressful life events and gambling severity was significant only among individuals with lower levels of resilience. These findings highlight the critical protective role of resilience in the stress-coping-gambling process and suggest that resilience-based interventions may help reduce gambling-related harm.</p>