Problem gamblers will find it easier to ban themselves from multiple Sydney pubs and clubs with the introduction of a new system, Clubs NSW says.

The online multi-venue banning system is being touted as the first of its kind in Australia.

Gamblers are currently able to ban themselves from specific clubs but to do this they have to visit each club individually.

Clubs NSW says the new system, as well as having an online banning option, will allow gamblers to ban themselves from local clubs at a counsellor's office, rather than having to attend each venue.

"For some people, the time, effort and emotional investment needed to make multiple visits to a club is overwhelming or just too difficult to go through with," Clubs NSW CEO Anthony Ball said on Tuesday.

Self exclusion was introduced by NSW clubs and hotels in NSW in 2000, with an estimated 3,000 people banning themselves each year.

"Self-exclusion is not a magic cure-all, but it does provide a powerful deterrent to prevent people from re-entering a gaming area, especially when combined with counselling," ClubSAFE Manager and gambling counsellor Rowan Cameron said in a statement.

More than 500 counsellors and club staff from almost 430 clubs are expected to attend training sessions for the roll-out of the system this month.

Clubs and hotels are subject to significant financial penalties if they knowingly allow a person to breach their self-exclusion.