The recurrence of depression following smoking cessation has been documented among smokers with a history of depression. This report examines the development of major depression following smoking cessation among three women without notable histories of depression. Shortly after smoking cessation, these women developed significant depressive symptoms requiring psychiatric intervention. These cases seem to support the hypothesis that some smokers may self-treat negative affect with nicotine and underscore the importance of monitoring depressive symptoms in patients undergoing smoking-cessation treatment.