The author used a multilevel daily process design to examine relations among daily negative events, perceived stress, smoking, and smoking urges. The moderating effects of gender and nicotine dependence were also explored. Fifty-one adult community-residing smokers recorded negative events, perceived stress, cigarette smoking, and urges to smoke 4 times daily for 14 days. Analyses of within-person relations showed that participants smoked more cigarettes and experienced more urges to smoke on occasions with higher numbers of negative events and higher levels of perceived stress. These relations were stronger for men than for women. Nicotine dependence did not interact with events or stress in predicting smoking or urges. These findings build on laboratory studies and cross-sectional surveys by showing that in naturalistic settings, occasions with negative events and perceived stress are associated with smoking and urges to smoke.