In trying to better understand why individuals begin and continue to smoke despite the obvious health consequences, researchers have become interested in identifying relevant personality variables, such as risk taking. In this study, the authors compared the ability of 2 behavioral measures of risk taking, the Bechara Gambling Task (BGT) and the Balloon Analogue Risk Task (BART), to differentiate smokers and nonsmokers. Self-report measures of impulsivity and sensation seeking were taken for comparison with the 2 behavioral risk-taking tasks. Results indicate that behavior on the BART, and not the BGT, was related to smoking status. Further, when considered in a logistic regression analysis, only the Sensation Seeking total score and the BART score contributed uniquely to the differentiation of smokers and nonsmokers.