This article summarizes the research evidence on the association between smoking and depression. Across multiple studies and clinical and population-based samples, it has been demonstrated that, compared with nondepressed individuals, persons with depression are more likely to be smokers, to be dependent smokers, to have difficulty stopping smoking, and to experience more severe withdrawal symptoms. Further, they may be at risk of experiencing severe depression once they have stopped smoking. Based on the author's experience with this population of smokers, recommendations for assessing smokers' vulnerability to depression, their level of nicotine dependence, and psychological and pharmacological aids for smokers are offered.