In 1863, Fyodor Dostoevsky went on vacation to Wiesbaden, where in a few days he lost all his money and the funds of his friend Polina Suslova. To get out of debt, he signed a contract with a publisher to quickly write a new novel, "The Gambler." Dostoevsky visited Bad Homburg three times and often lost large sums playing roulette in the casino, finding himself in difficult situations. His impressions of Bad Homburg were reflected in his novel.

While working on the novel, Dostoevsky decided for the first time to use the services of a stenographer, on the advice of his friend A. P. Milyukov. He did not immediately agree to this method, as it was unfamiliar to him. However, he soon mastered dictation and grew close to his stenographer Anna Snitkina, whom he later married. After the wedding, they went on a trip across Europe, including Baden-Baden, where Dostoevsky lost money again. After that, he promised his wife he would never gamble again and kept his word, not playing for the last 10 years of his life.

The novel is dedicated to an all-consuming passion for gambling. Polina Suslova is considered the prototype of the novel's heroine, Polina Alexandrovna. The complicated relationship of the main character with Polina reflects Dostoevsky's own complex relationship with Suslova.