The association between depression and smoking has been well-documented in multiple countries and age groups. This review examines recent publications that address the magnitude of the association and its causal patterns (ie, due to lowered success of quitting in people with depression, depression causing smoking, smoking causing depression or third factor related to both smoking and depression). We conclude that the association may be multi-factorial with each of the causal directions possibly contributing to the observed association. Also, the association extends beyond depression to other mental disorders, including consumption of illegal drugs and non-medical use of prescription medications. Although the studies emphasize cigarette smoking, it is plausible to generalize the findings to other tobacco delivery systems involving deep inhalation, such as a hookah, due to the pharmacodynamics of nicotine. Although this review did not examine any studies specific to Arab Americans, the findings should generalize if smoking is stigmatized or, alternatively, as stigmatization increases. The good news is that even with the robust association between depression and smoking, people with depression can quit smoking and continue to be smoke-free. Because 44.3% of cigarettes in the United States are consumed by individuals with mental illnesses, mental illness deserves a prominent focus to allow our public health goal of reducing the prevalence of smoking to be reached.