Worst moment for me if you are getting addicted to betting more even you don't win anymore. I experience this feeling that I want to get back my losses and turns out that I losses every time I bet and potentially even betting my savings and pocket money. From that day I realized and I stopped.
though i lost a lot of money in gambling and after every lost i decided that i will not play again, but for every time i failed to keep myself away from gambling, To me the most worst moment that i faced in gambling is that when i lost about 1000$ in a single day. I lost everything that was with me at that time and therefore i think that it was the worst moment for me in my gambling history.
Everytime I lost my money is the worst moment of my life, and since I wasn't winning the lucky bets I got it remains a big frustrations. Even though the amusement it has given me, it doesn't mean that I was enjoying the moment when I failed to win. Though that game of chance in gambling could provide a lots of excitement, the probability of feeling disappointed with yourself was always there to happen.