Gambling physically alters the structure of the brain and makes people more prone to depression and anxiety, research has shown.
Scientists examining problem gamblers found they had more grey matter in - and connections between - regions linked to the mental health conditions.
They said the discovery could lead to new treatments for gambling addiction, through drugs or psychological techniques.
The new findings, published in the journal Neuron, suggest the same system that causes affective disorders plays a role in a person's ability to tolerate economic risk.
Brain scans showed structural and functional connections between the amygdala and the medial prefrontal cortex were associated with differences in the degree to which a person accepted risk in order to achieve a greater financial return.
The researchers recruited 108 healthy young adults, who were asked several questions involving their comfort with financial choices. They faced over 120 different scenarios involving the risk of making more or less money.
Professor Joseph Kable, the study's lead author, of the University of Pennsylvania, said: "We assessed how willing individuals were of accepting the risk of getting nothing for the chance of getting a higher amount of money."
He added: "The three measurements - structural and functional connections and the volume of amygdala grey matter - reinforce each other to suggest there is something important about the function of this system related to differences in how tolerant people are to taking risk.
"Just by looking at these features of your brain, we could have a reasonable idea if you are someone who will take lots of risk or not."
The researchers plan on collaborating with financial planning organisations to see how these brain-system findings can be used as a marker for risk tolerance involving larger economic-based decisions.