The Killers frontman - who is from the city, the gambling capital of the US - admits he is drawn to the "adrenalin" of betting, but remains wary of the destructive consequences it can have on some people.
Brandon - who once worked as a bellhop at the Gold Coast Hotel and Casino - said: "The most I've won is a couple of thousand. I'm not a huge gambler personally but the adrenalin of it can draw anybody in so you've got to be careful. I'm still drawn to those neon Lights.
"There are a lot of very 'Las Vegas' stories I have. Especially from working with people who had problems with gambling.
"They'd earn a lot of money in tips then just move from The Front of the restaurant to the casino floor, lose every cent and do it again the next day."
The 'Crossfire' singer - who has just released his debut solo album 'Flamingo' - also revealed many of his fans think he lives in a hotel in his famous hometown.
He added to Shortlist magazine: "I've been asked what hotel I live in a few times! A lot of people don't realise that there are homes in Nevada away from the strip."