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.
Great to hear that you overcame such emotion and still here battling what life has to offer. Some people can't accept such fate and their emotions are quite weak. Hence, giving up and ending up their life. Just remember, as long as you live, there's hope and chance to change your path.
When you are already at that situation, you will feel helpless and so you need to think of the reasons why you need to keep going in this life. Because with those reasons, that will give you motivation to continue your life and keep on going. You will thank later on for not surrendering your life because for sure, your path will be different.