This is the first study to examine the prevalence and effects of major depression (MDD) in a sample of adolescent smokers (N = 211) undergoing treatment for nicotine dependence. We assessed MDD at baseline and end of treatment with the mood disorders portion of the Structured Clinical Interview for the Diagnostic and Statistical Manual of Mental Disorders, fourth edition (DSM-IV). Eleven percent of participants reported a history of MDD (6% of males and 21% of females). Study variables did not distinguish those with and without a history of MDD. End of treatment abstinence rates and relapse rates were similar in both groups. Two participants (1%), both female, experienced onset of MDD during the treatment. The findings provide further evidence that MDD is a comparatively common disorder among children and adolescents and that clinicians should monitor and be prepared to respond to depression that may emerge during the treatment of nicotine-dependent adolescents.