We examine the manner in which the population prevalence of disordered gambling has usually been estimated, on the basis of surveys that suffer from a potential sample selection bias. General population surveys screen respondents using seemingly innocuous “trigger,” “gateway” or “diagnostic stem” questions, applied before they ask the actual questions about gambling behavior and attitudes. Modeling the latent sample selection behavior generated by these trigger questions using up-to-date econometrics for sample selection bias correction leads to dramatically different inferences about population prevalence and comorbidities with other psychiatric disorders. The population prevalence of problem or pathological gambling in the United States is inferred to be 7.7%, rather than 1.3% when this behavioral response is ignored. Comorbidities are inferred to be much smaller than the received wisdom, particularly when considering the marginal association with other mental health problems rather than the total association. The issues identified here apply, in principle, to every psychiatric disorder covered by standard mental health surveys, and not just gambling disorder. We discuss ways in which these behavioral biases can be mitigated in future surveys.