The present study aimed to compare men and women with gambling disorder (GD) regarding presence of psychiatric comorbidity and socio-economic vulnerability, and to examine whether these factors appear before or after the gambling disorder. This is a retrospective case-control study, based on registers from The National Board of Health and Welfare and Statistics Sweden. A total of 3592 adults with GD were matched with two controls based on age and gender, including a total of 10776 individuals in the study. The study included psychiatric comorbidity through the presence of relevant diagnostic codes or pharmacological codes, and socio-economic vulnerability data through the presence of unemployment, social welfare payments and sickness/activity/rehabilitation compensation. Time between GD and psychiatric comorbidity/socio-economic vulnerability was calculated by subtracting dates between diagnoses/first incidence of socio-economic vulnerability factor and GD diagnosis. Women with GD were more likely to have a psychiatric comorbidity, compared to men. Overall, women were also more likely to receive their psychiatric diagnosis prior to GD diagnosis, while men were more likely to receive the diagnoses concurrently. Social welfare payments, and sickness support were more common among women, while there was no difference in unemployment between genders. Women were also more likely to receive sickness/activity/rehabilitation compensation prior to GD, than men who were more likely to receive these types of support after GD diagnosis. In conclusion, women appear to be at higher risk of psychiatric comorbidity and socio-economic vulnerability alongside GD. They are in general also more likely to receive have their psychiatric and psycho-social problems identified prior to GD, than men who are more likely to receive diagnoses concurrently.