A lot of gamblers experience that. You are not a legit gambler if you didn't experience the walk of shame.  I saw a lot of people experience this and I don't want it to happen to me. What I am doing is to separate the money for daily needs and gambling. I will not gamble on the money that I needed, I will only use the money I can afford to lose. One of the gambling addict told me that and I practiced it ever since.