Depression and cigarette smoking can go hand in hand. Not everyone who smokes is depressed. And not everyone who is depressed is smoking cigarettes. But in a survey by the CDC, there is quite a strong correlation here.
The depressed person who smokes is far less likely to be able to give up cigarettes than the person who is not suffering from depression. In fact the depressed person is far less likely to even try to quit.
The more depressed they are, the earlier in the day they are going to light up that first cigarette, and the more often they are liable to light up.
There are differences, according to the survey, between the smoking habits of depressed men and the smoking habits of depressed women.
"The findings don't prove that depression causes smoking, or that smoking causes depression. But the data, from nationwide surveys of adults conducted from 2005 through 2008, show there's a strong link between depression and cigarette smoking."
http://www.webmd.com/depression/news/20100414/depressed-people-smoke-more-quit-less?src=RSS_PUBLIC