Substance use disorders and depression are highly correlated in the general population (Hasin et al., 2012; Regier et al., 1990). Population-based surveys estimate that the rate of lifetime major depressive disorder (MDD) among individuals with nicotine dependence is 17%, with alcohol dependence is 38%, and with other drug dependence is 49% (Conway et al., 2006; Grant et al., 2004). Conversely, among individuals with lifetime MDD, 30% have nicotine dependence, 21% have alcohol dependence, and 6% have other drug dependence (Hasin et al., 2005). The comorbidity with depression has been found to be robust across substances, with the link between smoking and depression being particularly well-documented (Dierker et al., 2015; Kassel et al., 2003). The smoking – depression association holds for various classifications of smokers (e.g., ever, regular, and heavy smokers; Husky et al., 2008; Payne et al., 2013) as well as various stages of the smoking trajectory (Audrain-McGovern et al., 2011; Dierker and Donny, 2008; McKenzie et al., 2010; Leventhal et al., 2012). Smokers experience more depressive symptoms, a higher prevalence of lifetime MDD, and more depressive episodes than non-smokers