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We examine gender differences in adolescent gamblers' deception behavior towards their parents. The analysis is based on a unique cross‐sectional survey conducted in 2014 in Italy including high school students aged 13 to 22 years old. We consider a subset of adolescents who actively played gambling games in 2013 (5,435 observations). We find that females are less likely to deceive than males, but they do so to a greater extent, i.e., they are more likely to use full—rather than partial—deception than males. This result is robust to controlling over an extended set of personal and parental characteristics, including the frequencies of play of different gambling games, monetary expenditure, age, school performance, place of residence, living with parents, parents' education and occupational status. Further analyses reveal that gender differences are particularly pronounced for good school performance, at 15 and 18 years or older, in areas where gambling is not as widespread, and for certain types of games such as on‐site entertainment machines and luck games. Our findings reveal that females are not univocally more honest than males, and stress the importance of considering gender differences in deception for effective gambling prevention policies.