Major Le Ngoc Tuan, an officer stationed at the Long Binh border gate, said authorities have taken in the 35 men and five women but have yet to verify their identities.
They claimed to be among 42 people who escaped from a casino in Cambodia's Kandal Province and tried to swam across the Binh Di River, but one had been swept away and another had been caught by the casino owners.
They said they went to Cambodia and worked at several casinos on online games, but had been overworked and not given pay or rest, and so decided to illegally cross the border into Vietnam.
Authorities are investigating.
Many Vietnamese are tricked into going to Cambodia to work for casinos and other similar places where they are often exploited.
If they want to return to Vietnam, they have to pay the casinos up to US$30,000, authorities said.
In the first half of this year, Vietnamese and Cambodian authorities have collaborated to rescue over 250 such people.