On October 3 1985, Geffen Records released Gambler as a single in Europe. It was the second Madonna single released from the Vision Quest soundtrack.

Concerned about potential overexposure, Warner Brothers successfully managed to suppress a North American release of the track, although the music video was serviced to MTV. It was issued as a single in most other major markets – including Japan, Australasia & South America.

Gambler was written by Madonna, produced by Jellybean Benitez and arranged by Stephen Bray. Extended and instrumental remixes by Benitez were also issued commercially outside North America.