Gifted children develop asynchronously, often advanced for their age cognitively, but at or between their chronological and mental ages socially and emotionally (Robinson, 2008). In order to help gifted children and adolescents develop and practice social and emotional self-regulation skills, we investigated the use of an Adlerian play therapy approach during pen-and-paper role-playing games. Additionally, we used Goffman's (1961, 1974) social role identification and distance to encourage participants to experiment with new identities. Herein, we propose a psychosocial model of interactions during role-playing games based on Goffman's theory and Adlerian play therapy techniques, and suggest that role-playing games are an effective way of intervening with gifted children and adolescents to improve their intra- and interpersonal skills. We specifically targeted intrapersonal skills of exercising creativity, becoming self-aware, and setting individual goals by raising participants' awareness of their privately logical reasons for making decisions and their levels of social interest. We also targeted their needs and means of seeking significance in the group to promote collaboration and interaction skills with other gifted peers through role analysis, embracement, and distancing. We report results from a case study and conclude that role-playing games deserve more attention, both from researchers and clinical practitioners, because they encourage change while improving young clients' social and emotional development.