Background. African American/Black (hereafter referred to as Black) persons who smoke constitute a tobacco disparities group in the United States. Within the Black population, female smokers experience a disproportionate percentage of these disparities and are less likely to quit cigarettes than their male counterparts. Two factors implicated in female smokers’ relatively worse quit success are (1) motives to smoke to reduce negative affect and (2) expectancies that smoking will reduce negative affect. Objectives. The present study sought to test sex differences in these two clinically relevant cognitive constructs and evaluate the indirect effects of sex and severity of problems when trying to quit via smoking motives and expectancies for negative affect reduction among Black adults who smoke. Participants included 103 Black adults who smoke daily (72% male; Mage = 44.5 years, SD = 11.5 years). Results. Results revealed sex differences in both negative affect reduction motives and expectancies, as well as a partial indirect effect for sex on the severity of problems when trying to quit through negative affect reduction motives (a1b1 = 0.18, 95% CI [0.04, 0.38]) but not negative affect reduction expectancies (a2b2 = −0.01, 95% CI [-0.11, 0.09]) in a simultaneous model of indirect effects. Conclusions. These findings shed light on the complex relationship between race, sex, and severity of problems when trying to quit, particularly when complicated by smoking motives and expectancies. Current data should be considered when developing sex-specific, tailored smoking cessation interventions for Black women.