Data from the NHSDA (2000) which contained screening measures for assessing risk for DSM-IV psychiatric disorders, were used to estimate smoking prevalence and its association with these disorders, among European American, Hispanic, and African American adolescents. Prevalence estimates, odds ratios, and hazard models were used to compare ethnic subgroups. European American and Hispanic adolescents born in the U.S. had a higher prevalence of smoking and DSM-IV tobacco dependence, and girls were higher than boys. Lifetime smokers had statistically significant odds ratios for anxiety, affective, substance use, and any behavior disorder, while Current smokers had a similar risk pattern except anxiety disorder. The increased risk for substance use disorder among smokers was notably higher. A hazard analysis showed that early onset of smoking (before 12 years) was related to earlier illicit drug use initiation as contrasted with later onset (12 years +), and non-smoking sharply reduced risk and delayed initiation into drug use. African American and Hispanic immigrants had lower risk of smoking initiation and tobacco dependence, however, ethnic group adolescents who initiated smoking shared increased risk of addictive and non-addictive disorders.