Set a loss limit first
Before you log in, decide the most you're willing to lose in this session — and treat it as the price of entertainment. When you hit it, log out. No exceptions.
Set a win limit too
This sounds counter-intuitive, but it's just as important. Decide a profit number where you'll cash out (e.g. +50% of your starting balance) and walk away. Casinos profit on players who don't quit when they're ahead.
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Use the casino's built-in tools
Every licensed casino has deposit, loss, and session-time limits in your account settings. Set them. They cannot be raised instantly, which is exactly the point.
Never chase
Increasing bets to recover losses is the fastest way to lose everything. The mathematics are brutal — chasing turns small losses into total wipeouts.