Winning in gambling will make your mood happy just as we get some rewards and we feel happy. These feelings are so great and we feel so energic and positive.
However, once we start to lose in gambling, we slowly move towards the sadness phase. If the loss continues and we keep on losing the money, eventually it can lead to depression.
Yes, I understand that depression is a very severe stage and it won't come at once if you are a new gambler but if you are not a responsible gambler, it is very easy for the gambler to lose his emotions and become depressed in life. Focus on other entertainment other than gambling for some time can be helpful in relaxing our mind and regrouping again to come back strongly in gambling with a strong emotion.
You have a point because in gambling many things are involved with you mood can be determined based on your winnings or losses, but one thing we need to focus on most is having a way that we can reduce the chances of getting depressed if you lose a game. You have the idea of choosing another source of entertainment, which is also a good one, but at the same time, gambling also influences many other negative behaviours. You will take anything as long as it is related to the game as ambling, although that usually affects those that are too deep into gambling.
But the solution I have now that I normally use when I lose a game in order not to get depressed on the money I lost is to keep friends that are so funny so that they will accompany you and make you laugh to the extent that you will forget about the loss, which I think is the best solution in some of the solutions of being depressed about gambling lost.