Here are some suggestions.

I am no expert, but here are some suggestions I can think of:
1. Talk to him about your concerns.
2. Spend more time with him so that he doesn't have time to gambling.
3. Bring him to more social events, make more friends, help him develop other hobbies.
4. Go to casino with him with limited cash but no credit cards.
5. Seeking help from professionals.

Try your best to salvage him and your marriage before you give up on him. Most importantly, do NOT commit suicide. It's a way out for cowards and losers.

Wish you the best of luck.