Madonna has performed the song only once, on her 1985 The Virgin Tour, which was documented on the live video release Madonna Live: The Virgin Tour.
"Gambler" remained Madonna's last single written entirely by herself for over two decades, until "Hey You" (2007).
The video for "Gambler" is similar to "Crazy for You", with Madonna singing the song along with clips culled from Vision Quest.
The song was certified silver by the British Phonographic Industry (BPI) for shipment of 250,000 copies of the single.
The only single not to appear on any of Madonna's compilation albums.