Definitely not. Being a gambler is nothing to be ashamed of. I am playing with my own money. I am not stealing the money from anyone or taking a loan from the bank. So as far as I am concerned, there is nothing to be shameful about being a gambler, unless the activity is banned in your country.
As long as you stay discipline you will not regret any decision you make regarding gambling because in reality gambling is really an entertaining activity and only if we are greedy will we experience negative effect in gambling. We spend what we can afford and do it occasionally so we can limit the risk of losing money, and even if we lose but we are entertain, I think it's something to be thankful of because you achieve the real purpose of gambling.