Macao has experienced positively exponential growth with the liberalization of the gaming industry in 2002. This profit-generating territory has attracted many international chain companies, such as Las Vegas Sands Corporation, Wynn Resorts Limited, MGM Resorts International, and Starwood Hotels and Resorts Worldwide, LLC, to establish their businesses in Macao. However, Macao is currently experiencing its worst downturn since 2002. Hotel operators should strive to continuously improving the services that they offer to survive the keen competitive environment. These operators should acquire feedback by encouraging and facilitating the complaint process to improve service quality and meet customer expectations. When customers encounter service failure, they engage in different coping strategies such as inertia, negative word-of-mouth, third party complaint, and voice (Kim, 2010). This study aims to explore the complaint behavior of customers toward the hotel industry in Macao. A qualitative approach is adopted with a sample of 30 respondents who have stayed in Macao hotels. Semi-structured questions are asked through in-depth interviews. The reasons for the complaints and complaint behavior of the customers have been identified, and recommendations are given based on the results of the analysis to provide insights for industry practitioners.