Hi Sonas
Welcome to Gambling Therapy.
I think in the end the answer might well be ‘yes’ to informing your husband’s parents but I think it would be good if you could keep posting for a while, giving yourself time to make the right informed decision.
There is a lot of questions that spring from your post. How long has you husband been gambling?   Do his parents enable him?   What is he doing to get help? How much do you know about the addiction the gamble?
You don’t say how this revelation has affected you.   It is good to have people to talk to but I think everybody who has ever come on this forum have always said that nobody understands what it is like to live with a CG (compulsive gambler) unless they have done so.   On this forum you are amongst people who do understand and above all will not judge.  
I believe that knowledge of this addiction gives you power over it and that with that knowledge you are better equipped to tell others about what is happening in your life. 
Your husband does not want and did not ask for his addiction anymore than you did.   You are probably feeling low in confidence and self-esteem as a result of what you have found out and your husband will definitely be suffering lack of confidence and self-esteem because this addiction only offers failure.  
In the Friends and Family Topic forum which is just under this forum there are topics about ‘informing others’ and they might help you.   Please have a look and add to them if you wish.
As a parent who unwittingly, through ignorance, enabled for 25 years I believe it is better that parents know – but I am aware this is not true in all cases.   
How long have you been married?   Do you have children?  
Please keep talking. Answers do come but I cannot tell you what to do.    Only you can make your own decisions but it is easier with the tools to do it.   You are important in all this.   You cannot stop your husband gambling but you can make a difference.
We have Friends and Family only groups, ***** to be found in the top right hand box and you would be very welcome. Everything said in a group stays in the group and does not appear on the forum. Our helpline is terrific – it is there for your husband where he will be supported and understood as will you.
Your husband would also be welcome in the forum entitled ‘My Journal’ and in the CG only groups.
I wouldn’t be writing on here if I did not know that this addiction can be controlled and fantastic lives lived as a result.  
If your husband seeks help he will be advised not to seek enablement and that would include telling his parents – if they are enablers.   Perhaps he ***** to come to the decision himself. 
Speak soon
Well done on starting a thread