Cigarette smoking and depressive symptoms have been shown to be related in previous research. This paper examined the relationship between cigarette smoking and depressive symptoms in a longitudinal sample of 688 adolescents and young adults through surveys conducted over 13 yr. The results indicate that a history of earlier cigarette smoking in adolescence predicts later depressive symptoms in the late twenties. The study also suggests that depressive symptoms during adolescence predict cigarette smoking in the late twenties but not above and beyond prior smoking. These results help clarify and expand current knowledge on the links between cigarette smoking and depression. The results point to several clinical implications for treatment of both cigarette smoking and depressive symptoms among both adolescents and young adults.