Some evidence suggests that female smokers may show more context-dependent smoking and that males may show more stereotyped smoking (regardless of stress or cue exposure). The goal of this study was to characterize sex differences in response to stressful and smoking cues ecologically presented in daily life and variability in day-to-day smoking behavior. Adult smokers (N = 177) provided ratings of mood and cigarette craving before and after stress and smoking cues were presented four times daily for 14 days via a mobile device. Linear mixed models tested whether (1) female smokers exhibited greater reactivity to stressful cues than male smokers; (2) pre-cue negative affect increased reactivity to smoking cues more in female smokers than male smokers; (3) across both sexes, greater reactivity to stressful and smoking cues correlated with greater quantity of smoking within a day; and (4) female smokers exhibited greater variability in cigarettes per day (CPD) relative to males. Relative to male smokers, female smokers reported greater negative affect, stress, and craving in response to stressful cues, but not smoking cues, after accounting for time since last cigarette and pre-cue responding. No sex differences in CPD or variability in CPD were detected. Days with higher subjective reactivity to cues were not associated with increased smoking, in either males or females. Sex differences were observed in response to stress but not smoking cues in the natural environment of regular cigarette smokers. Further research is necessary to evaluate whether stress reactivity in female smokers is associated with reduced latency to smoke following stress exposure in daily life. This study provides naturalistic evidence that female smokers may not be more reactive to smoking cues than males, but experience heightened stress and craving following stress exposure. There was no evidence to support the hypothesis that amount smoked per day varied more for females, relative to males, as a result of more context-driven smoking for females.