Many people obey their girl friends more than anyone else.
What if their girl friend insists you to stop gambling

Will you Stop

That depends on the length of your relationship. If a guy is new to a relationship like less than a month or two, he'd probably going to obey his girlfriend TEMPORARILY. But not for long, he's most likely to give in to the gambling temptation.
Realistically, nobody can stop you if you're really into gambling, even your wife. Your wife might believe you're avoiding gambling already, but you can always sneak out to either go to the casino or play in an online casino through your phone.
Online gambling is the easiest way to do it though.