Attrition from smoking cessation treatment by individuals with a history of major depression was investigated. An investigation of preinclusion attrition examined differences between eligible smokers who did (n = 258) and did not (n = 100) attend an initial assessment session. Postinclusion attrition was investigated by comparing early dropouts (n = 33), late dropouts (n = 27), and treatment completers (n = 117). Those who failed to attend the assessment session were more likely to be female, to smoke cigarettes with higher nicotine content, and to have a history of psychotropic medication use. Early-treatment dropouts reported a higher smoking rate than late-treatment dropouts and endorsed more symptoms of depression than late dropouts and treatment completers. Results are compared with previous investigations of smoking cessation attrition, and implications for treatment and attrition prevention are discussed.