The urgency facet of impulsivity, that is, the tendency to act rashly in response to intense emotional contexts [Cyders, M. A., & Smith, G. T. (2008). Emotion-based dispositions to rash action: positive and negative urgency. Psychological Bulletin, 134, 807-828], has been related to a wide range of maladaptive behaviours. The present study further investigates the role of urgency in problematic behaviours by considering distinct psychological mechanisms that may underlie this component of impulsivity. With this aim, 95 volunteer participants were screened with self-reported questionnaires assessing urgency and three problematic behaviours (compulsive buying, excessive mobile phone use, excessive Internet use). They performed two laboratory tasks: a stop-signal task designed to assess the capacity to inhibit prepotent responses in response to both neutral and emotional stimuli; and the Iowa Gambling Task (IGT) measuring the ability to take into account the future consequences of an action. A poor ability to inhibit prepotent responses in the emotional condition of the stop-signal task was found to predict more disadvantageous choices in the IGT, which ultimately results in higher urgency and more problematic behaviours. These findings shed new light on the construct of urgency, its related psychological mechanisms, and its role in problematic behaviours.