Background Cigarette smoking is common among pregnant women with substance use disorders (SUD) and may contribute to more adverse health consequences for the infant than alcohol and illicit drug use. However, most studies focused on stopping illicit drug use and paid little attention to cigarette smoking in pregnant women with SUD. Purpose To identify predictors of current smoking among pregnant women with SUD, given past-month psychological distress, alcohol use and illicit drug use, the receipt of past-year mental health and substance use treatment controlling for potential confounders. Methods Secondary analysis of cross-sectional data from the National Survey on Drug Use and Health (NSDUH) 2015–2019 was conducted. The NSDUH included 3,540 pregnant women aged 18–44 years; among them were 195 lifetime smokers with SUD. Multiple logistic regression modeling was used to examine the probability of prenatal smoking. Results Sixty-one percent of pregnant women with SUD reported current cigarette smoking. The likelihood of prenatal smoking increased with a higher level of past-month psychological distress (Adjusted Odds Ratio [AOR] 1.14; 95% Confidence Interval [CI]: 1.02–1.28), past-month illicit drug use (AOR: 5.68; 95% CI: 1.59–20.21), and past-year substance use treatment receipt (AOR: 5.73; 95% CI: 1.88–17.45). Conclusion The receipt of substance use treatment markedly increased the probability of smoking in pregnant women with SUD. Treatment and policy initiatives are required to address and integrate cigarette smoking within other substance use treatment modalities for pregnant women with SUD.