To present an overview of the relationship between depression and cigarette smoking and to provide recommendations for clinicians who wish to help patients with a history of depression to stop smoking. English language journal articles published in the last 15 years on clinical material related to depression history, smoking cessation and related health issues were collected via MEDLINE, PsycINFO and Cochrane Library database searches. Nicotine dependence is associated with increased rates of depression prior to and after taking up smoking as well as increased rates of suicidal ideation. Depression history is associated with increased rates of nicotine dependence, problems with smoking cessation and depression after cessation. While nicotine replacement and counselling are effective for smoking cessation, standard smoking cessation strategies may not pay sufficient attention to the needs of smokers with a depression history. Some antidepressants (bupropion and nortriptyline) are particularly effective for those with a lifetime depression history as they appear to assist with dysphoria during withdrawal and prevent relapse. Psychological and lifestyle strategies, such as motivational interviewing, relaxation exercises and mood charts, assist in mood regulation over and above the standard smoking cessation treatments for smokers with a depression history, who require more attention to relapse of depression and smoking after quitting. There is a complex and circular relationship between depression, smoking and medical illness that complicates smoking cessation in those who have a history of depression. Depression-history smokers require a multimodal approach to assist with mood regulation and nicotine withdrawal. Further research is required to identify effective strategies to reduce smoking in this context.