Using data from a 4-wave longitudinal study with a school-based sample of 1,218 middle adolescents, the authors investigated the directionality (e.g., unidirectionality and bidirectionality) of the prospective relationship between depressive symptoms and cigarette use within the context of potential confounding variables and common and unique intrapersonal and interpersonal predictors. Findings indicated that serious and persistent depressive symptoms were prospective predictors of increased cigarette use across time, after controlling for baseline levels of smoking. Similarly, heavy and persistent smoking prospectively predicted increases in depressive symptoms. Intrapersonal and interpersonal predictors of cross-temporal changes in depressive symptoms and cigarette use were more unique than common. Latent growth curve modeling indicated a quadratic trend in adolescent cigarette smoking across time with an initial acceleration followed by a deceleration, though there was substantial intraindividual variation in individual trajectories.