The present study extended previous tests of cognitive priming theories of depression by examining cognitive self-regulatory, motivational, and affective functioning of depression-vulnerable and nonvulnerable individuals after a failure experience. Participants were enrolled in a clinic-based smoking cessation program that consisted of seven group meetings. Major findings show that compared to the nonvulnerable group, depression-vulnerable individuals were less motivated to quit and experienced more negative affect, but only after a failure to quit smoking. However, after controlling for actual smoking rate, depression-vulnerable individuals did not evaluate their success any more negatively, nor did they indicate lower self-efficacy for quitting. Results are discussed in terms of cognitive self-regulatory and affect temperament models of motivation and depression.