Gambling disorder (GD) is often considered as a problem of trait-like risk preference. However, the symptoms of GD cannot be fully understood by this trait view. In the present study, we hypothesized that GD patients also had problem with a flexible control of risk attitude (state-dependent strategy optimization), and aimed to investigate the mechanisms underlying abnormal risk-taking of GD. To address this issue, we tested GD patients without comorbidity (GD group: n = 21) and age-matched healthy control participants (HC group: n = 29) in a multi-step gambling task, in which participants needed to clear 'block quota' (required units to clear a block, 1000-7000 units) in 20 choices, and conducted a task-functional magnetic resonance imaging (fMRI) experiment. Behavioral analysis indeed revealed a less flexible risk-attitude change in the GD group; the GD group failed to avoid risky choice in a specific quota range (low-quota condition), in which risky strategy was not optimal to solve the quota. Accordingly, fMRI analysis highlighted diminished functioning of the dorsolateral prefrontal cortex (dlPFC), which has been heavily implicated in cognitive flexibility. To our knowledge, the present study provided the first empirical evidence of a deficit of state-dependent strategy optimization in GD. Focusing on flexible control of risk attitude under quota may contribute to a better understanding of the psychopathology of GDs.