Introduction: It has been highlighted that increased impulsivity is an important etiological factor in pathological gambling (PG). However, the role of the highly prevalent comorbid mental disorders in PG remains unclear. This is of special concern as the highest comorbidity was found between PG and nicotine dependence (ND), which, in turn, has also been associated with heightened impulsivity. This study aimed to find out whether increased impulsivity in PG is a specific characteristic related to comorbid mental disorders in general or especially to ND. Method: A cross-sectional study was designed that included a healthy control group and three disorder groups with comorbid PG excluding ND, comorbid PG including ND, and ND alone according to the Diagnostic and Statistical Manual of Mental Disorders–Fourth Edition. Impulsivity was assessed according to the dimensions response and choice impulsivity applying behavioral and self-report measures. Results: We found (a) increased response impulsivity in the comorbid PG group when compared to the control group. Furthermore, increased choice impulsivity was found (b) in comorbid PG excluding ND and (c) in comorbid PG including ND when compared to ND alone. Other group differences did not reach significance. Conclusions: Our findings highlight that comorbid PG shares deficits in inhibitory control with ND. In contrast, maladaptive choices are a specific disorder characteristic of comorbid PG when compared to ND. If replicated in further studies, intervention strategies strengthening cognitive control skills might be effective for comorbid PG as well as ND whereas strategies enhancing maladaptive valuation of rewards might be specifically effective in comorbid PG.