The aim of this study was to analyze the relationship between health-related quality of life (HRQOL) and tobacco consumption in adult individuals (over the age of 15). The study was based on individual data from the City of Madrid Health Survey (ESCM05). Subjects were divided into three groups according to tobacco consumption: smokers, nonsmokers, and ex-smokers. HRQOL was measured using the COOP/WONCA quality-of-life vignettes. A multivariate adjustment with multinomial logistic regression was made, including the following as covariables: sociodemographic characteristics, comorbidities, drug use, and lifestyles. A total of 7341 individuals were interviewed (53.7% women), with an average age of 46.7 (SD = 19.02) years. The percentage of smokers was 27%, that of ex-smokers was 16.5%, and that of nonsmokers was 56.5%. There were no significant differences between smokers, ex-smokers, and nonsmokers in the raw scores obtained as totals from the COOP/WONCA questionnaire. Multivariate analysis revealed that smokers consume more antidepressant drugs (OR = 1.54, 95% CI = 1.09-2.16) and tranquilizers (OR = 1.91, 95% CI = 1.45-2.51), drink more alcohol (OR = 2.55, 95% CI = 2.11-3.08), get less physical exercise (OR = 1.33, 95% CI = 1.11-1.60), and have a lower quality of life (OR = 1.02, 95% CI = 1.00-1.04) than nonsmokers. Following adjustment for a significant number of covariables, sociodemographic as well as health-related, smokers consume more antidepressant drugs and tranquilizers, drink more alcohol, get less physical exercise, and demonstrate a lower HRQOL than nonsmokers.