A study of a large nationally representative sample of almost 14,000 youths 12- to 17-years-old was conducted. The hypotheses were that depression should be most prominent among current smokers and less prominent among former smokers; and depression should be more prominent among former smokers that just recently stopped smoking and less prominent among former smokers that stopped smoking some time ago. There might be a subgroup of adolescents that start smoking tobacco in an effort to self-medicate unpleasant mood states. Data were used from public use files of the National Household Survey on Drug Abuse (NHSDA) for the years 1994 to 1996. The main findings of this study were that current teen smokers were at higher levels of depression as compared to former smokers and never smokers. The odds of depression were lower with more elapsed time since last smoke. Females had higher odds of depression compared to males. The theory that adolescent smoking caused higher levels of depression withstood an empirical challenge. More research is necessary to understand global variations in the tobacco-depression association. The possibility should be explored that the tobacco-depression association is not present except where adolescent anti-smoking programs and social stigma are prominent. 2 figures, 5 tables, 16 references