The verbalizations of 80 pathological gamblers (DSM-IV), in a slot-machine gambling situation, after a psychological treatment, were analyzed with the "thinking aloud method" in a cuasi-experimental study. There is a significative reduction at the post-treatment in three cognitive distortions types: Referring predictions, Considering chance as a self-corrective process and Absolute frequencies. After that, the pathological gamblers verbalizations at the post-treatment are compared with the verbalizations of 80 non gamblers. Non-gamblers show higher percentages of Illusion of control, Belief in luck and Attention to absolute frequencies. So, these cognitive distortions are considered as no very important in the maintenance of pathological gambling behaviour. After the treatment, the pre-treatment differences in Referring predictions, Considering chance as a self-corrective process and Personification of the gambling machine, between pathological gamblers and non gambles, are disappeared. So, these cognitive distortions are considered the most important in the maintenance of pathological gambling behaviour.