Alexithymia and psychological symptomatology have been closely associated with gambling disorder (GD). However, sex differences remain underexplored. This study aims, firstly, to explore the differences between groups (GD and no-GD) and sexes (women vs. men) in alexithymia and psychological symptomatology (depression, anxiety and hostility). Secondly, the relationship between alexithymia and psychological symptomatology was analysed by gambling and sex groups. Thirdly, it examines the moderation role of sex and gambling in the relationship between alexithymia and each psychological symptom.