Increased prevalence of problem gambling has accompanied the spread of gaming venues in many parts of the world. One intervention to minimise the impact of harmful patterns of gambling behaviours is self-exclusion, where patrons can elect to ban themselves from a gaming venue or its gaming facilities for a specified time period. While self-exclusion programs are widely available, little research has been conducted into their operations and efficacy, particularly from the self-excluders’ perspective. This paper presents findings from 35 survey responses and 23 interviews with gamblers who had self-excluded through a centralised service in South Australia. They identified key program shortcomings as low publicity, limits on how many venues they could self-bar from, and inadequate venue monitoring for breaches of self-barring orders. Nevertheless, the centralised service, staffed by trained psychologists and located away from gaming venues, which allows multiple venue barring in one application, appeared advantageous over programs that require people to self-exclude directly from individual gaming venues. Most respondents (85%) had ceased or lessened their gambling in the 12 months following self-barring. Nevertheless, some continued to struggle to manage their gambling, reflected in breaches of their orders and gambling in venues from which they were not excluded.