The aim of this study was to define a smoking cessation 'cascade' among USA women with and without HIV and examine differences by sociodemographic characteristics. An observational cohort study using data from smokers participating in the Women's Interagency HIV Study between 2014 and 2019. We followed 1165 women smokers with and without HIV from their first study visit in 2014 or 2015 until an attempt to quit smoking within approximately 3 years of follow-up, initial cessation (i.e. no restarting smoking within approximately 6 months of a quit attempt), and sustained cessation (i.e. no restarting smoking within approximately 12 months of a quit attempt). Using the Aalen-Johansen estimator, we estimated the cumulative probability of achieving each step, accounting for the competing risk of death. Forty-five percent of smokers attempted to quit, 27% achieved initial cessation, and 14% achieved sustained cessation with no differences by HIV status. Women with some post-high school education were more likely to achieve each step than those with less education. Outcomes did not differ by race. Thirty-six percent [95% confidence interval (95% CI): 31-42] of uninsured women attempted to quit compared with 47% (95% CI: 44-50) with Medicaid and 49% (95% CI: 41-59) with private insurance. To decrease smoking among USA women with and without HIV, targeted, multistage interventions, and increased insurance coverage are needed to address shortfalls along this cascade.