Problem gambling refers to a gambling behavior conducted by the individuals who can't control the impulse to gamble and then are addicted to gambling, which negatively affects individuals, families and society. This paper is based on the review of the previous relevant studies, trying systematically analyzing cognitive biases which cause problem gambling in the consumption of sports lottery. As a result, we find some main cognitive biases which may play important roles in the formation of problem gambling, including illusion of control, gamble...