Yes, if he gave you a check he knew he couldn't cover, then that's illegal and you can report it to the police.
Yes, you can sue him to recover the money. It will be easier to win than previous posters suggest. He may not show up for court; even if he does, he may not dispute that you loaned him money with the expectation of repayment, and if he claims you gave him the money freely, it will come down to his word vs. your word and his check. You don't need a signed loan agreement to successfully convince the court that you expected to be repaid for the money you gave him; if you sue, you stand a good chance of winning.
You'll notice I said you have a good chance of winning, not a good chance of collecting.
Even if you win, you aren't going to collect anything from a man who happily loses $10,000 of borrowed money gambling. I'm honestly not sure why you agreed to lend $6,000 to someone who had just gambled away $4,000 of your money and admitted explicitly that he couldn't repay it. He doesn't have any money to pay you back with, and suing him won't change that.

