Reading the post, it reminds me of my past. Once I had the same thought, but with the grace of God I was able to share it with a brother of mine. That conversation helped me come out of the hard days. One day morning I lost everything, and I'm alone in the room, and my mind is full of ending my life. I didn't come out of the room for a day, and slowly things got settled, and I realized that life is more valuable than anything else. Also, through different people, I understood that life is given by the god, and we don't have the right to end our lives. As suggested, just pour it as a message or have a conversation with anyone with whom one feels comfortable. This is the best way to handle the depression caused by gambling addiction.