Michael Jordan once famously stated, "Yeah, I've gotten myself into situations where I would not walk away and I've pushed the envelope. Is that compulsive? Yeah, it depends on how you look at it. If you're willing to jeopardize your livelihood and your family, then yeah." Jordan was also found gambling in Atlantic City the night before a playoff game against the Knicks in 1993. A huge deal wasn't made because, well, he's Michael Jordan, but you can be sure that if it was anybody else it wouldn't have been tolerated.
There would be absolutely no room for gambling amongst athletes.