Any deposits to gambling sites will be noticed by the lender. However, this is not likely to be a problem if you bet only occasionally, and you bet within your means. The primary concern is how much of a risk you are.
While gambling might not have a direct impact on your credit score, it can show up on your bank statements, which is something lenders often consider when deciding whether to give you money. So if you plan to take on some significant financing - like a mortgage or buying a car - maybe skip Skybet for a while.