Previous descriptive and treatment studies imply that the association between depressed affect and cigarette smoking may be strongest among those with limited cognitive coping skills. This study, therefore, experimentally examined whether the combination of poor mood management skills and negative affect results in reduced self-efficacy and increased temptation to smoke. Current smokers were randomly assigned to an elated-mood or a depressed-mood induction condition. State mood, temptation, and self-efficacy were measured before and after the induction. Contrary to prediction, mood induction condition did not interact with cognitive coping skill to predict change in self-efficacy or temptation. However, there was a significant interaction of (measured) state happiness and "positive" (functional according to expert cognitive therapists) responses on the Ways of Responding (WOR) test of coping skills in predicting temptation: those with low levels of positive coping responses and low positive affect after the induction were especially tempted to smoke. This latter finding suggests that smokers with a history of depression may respond well to interventions aimed at increasing positive affect and augmenting positive cognitive coping skills.