#6 of 35 Boat Tours & Water Sports in Biloxi. A casino also has to have at least 300 hotel rooms, a fine dining restaurant and some type of amenity. Casinos must be within 800 feet of the high water line, according to Mississippi regulations.The city lies on a narrow Gulf Coast peninsula between the Gulf . See the map of the United States and the location of Casinos, Gambling Halls and Pokerrooms.Biloxi, city, coseat (with nearby Gulfport) of Harrison county, southern Mississippi, U.S.