Everyone has faced gambling in one way or another, whether it is dice or an entire casino. In ordinary life, such games are rarely considered from a mathematical point of view and many people think that everything in them is transparent and believe that one can easily win big money in such games, but with the help of mathematics one can learn the other side of gambling. The purpose of our research was, with the help of probability theory and mathematical statistics, to study the strategies of popular so-called gambling and to find different "tricks" of the casino, which usually people do not notice, thinking that the chance of winning is high. Information collected is based on the strategies and rules of various games of chance. Based on the rules of probability theory and mathematical statistics, we conducted, our research and calculated the real chances of winning in various games, such as roulette, lottery tickets and some simple games, using a number of probability theory methods. After analyzing some casino tricks, we used simple logic and probability theory formulas and showed why the odds of winning in such games are very small. We also wrote and presented code in Python that shows the chance of winning a lottery ticket. The results show that gambling winnings have certain chances, which are many times smaller than appears to the naked eye. The findings have direct practical relevance. This research can help people learn the secret ways of the casino and the real chances of winning. Moreover, the results of our calculations can be useful for other research in probability theory and game theory.