An association has been documented between two important health concerns, smoking and depression. A cross-sectional study was carried out to explore whether this relationship exists in a sample of Turkish military medical undergraduates. Of a total of 779 military medical undergraduates, 690 agreed to participate in the study. The students completed a self-administered questionnaire including the Turkish adaptation of the Beck Depression Inventory (BDI) and gave a smoking history. It was determined that the smokers among medical students were 2.2 times more likely to have depressive symptoms than nonsmokers. This result extends the significant association between smoking and depressive symptoms in the literature to a sample of Turkish military medical undergraduates.