Participants A mixed‐gender general population cohort assessed at ages 15 (n = 1882), 22 (n = 1785) and 30 (n = 1358). Measurements Adolescent and adult versions of the South Oaks Gambling Screen (SOGS). Findings Group‐based trajectory analysis identified three distinct trajectories: a late‐onset low trajectory (26.7% of sample) initiating gambling at age 22, an early‐onset low trajectory (64.8% of sample), characterized by one to two different activities from age 15 onwards and a high trajectory (8.4% of sample), with an average of four to five different activities from age 15 to 30. Males (14.2%) were four times more likely to be on a high trajectory than females (3.5%) (P < 0.001). Preferred types of gambling activities were similar across the three trajectories. Participants on a high trajectory reported higher gambling frequency at ages 15 and 30, and were more likely to experience problem gambling at age 30: 3.09 [95% confidence interval (CI) = 1.66, 5.75] and 2.26 (95% CI = 1.27, 4.04) times more, respectively, than late‐onset low and early‐onset low participants, even when socio‐economic status (SES), frequency of gambling and problem gambling in adolescence, gender, age 30 education, SES and frequency of gambling were controlled. Conclusions Engaging in several different types of gambling in early adulthood appears to be a risk factor for emergence of problem gambling.