The present study examined the cognitive-behavioral linkages between depressed mood and level of nicotine dependence in smokers seeking smoking cessation treatment. Prior to treatment, 202 subjects completed validated self-report measures of smoking history, depressive symptomatology, "self medication" processes, "learned helplessness" processes, and nicotine dependence. Results revealed that 48% of the study population scored in the "depressed" range on the Center for Epidemiologic Studies (CESD) depression scale. Further, these smokers reported significantly higher levels of nicotine dependence than other nondepressed smokers. Depressed and nondepressed smokers did not differ with respect to several cognitions related to learned helplessness theory. However, depressed smokers were more likely to report "self medication" processes (i.e., negative affect reduction smoking and stimulation smoking). In addition, multivariable regression and path analyses suggested that negative affect reduction smoking and stimulation smoking are sequential mediators of the depression-nicotine dependence relationship. These results underscore the need to screen for depressive symptomatology among smokers seeking treatment, and to develop cessation treatments that are tailored to the needs of depressed smokers.