Using data from 2474 European women, who smoked regularly before becoming pregnant, we have shown that the risk allele of the rs1051730 SNP in the CHRNA5–CHRNA3–CHRNB4 gene cluster is associated with a 1.27-fold higher odds (95% CI 1.11–1.45) of continuing to smoke during pregnancy. We have also shown that the same risk allele is associated with the quantity of cigarettes smoked before pregnancy and in the first trimester. The association of the risk allele with continued smoking in pregnancy was reduced after adjustment for pre-pregnancy smoking quantity, but was not removed. This is consistent with the risk allele having two related effects, each reflecting a predisposition to nicotine dependence: (i) an effect on the likelihood of quitting through a primary effect on smoking quantity, whereby carriers find it harder to quit because they smoke in greater quantities and (ii) an effect on the likelihood of quitting, regardless of smoking quantity at the time of attempting to quit.