While Major Depressive Disorder (MDD) is associated with difficulty quitting smoking, few studies have examined the role of subsyndromal depression (SubD). We examined pretreatment differences in smoking, weight concerns, and negative affect among three groups of women (N = 281) enrolling in a smoking cessation program who responded to a self-report questionnaire about the lifetime presence of MDD symptoms: self-report positive for MDD, self-report positive for SubD, and self-report negative for depression (fulfilling either DSM-III-R symptom or duration criteria, but not both). Compared to MDD Subjects (Ss), SubD Ss were more likely to report eating disordered behaviors. Compared to Non-Depressed (Non-Dep) Ss, SubD Ss initiated smoking earlier, and reported greater previous withdrawal symptoms, more eating disordered behaviors, and higher anxiety, depression, and stress. Compared to Non-Dep Ss, MDD Ss reported a greater smoking rate during their heaviest usage period, greater previous withdrawal symptoms, lower self-efficacy to manage food intake (especially during negative affect situations), and greater depression and anxiety. Many of these significant differences disappeared when SubD Ss were combined with Non-Dep Ss and compared with MDD Ss as is done traditionally. SubD does not appear to be on a continuum with Non-Dep and MDD groups, but rather warrants further investigation as a discrete subset of smokers. The implications for assessment and treatment are discussed.