Adolescent nicotine use continues to be a significant public health problem. We examined the relationship between the age of youth reporting current smoking and concurrent risk and protective factors in a large state-wide sample. We analyzed current smoking, depressive symptoms, and socio-demographic factors among 4,027 adolescents, ages 12-17 years using multivariate logistic regression (see 2005 California Health Interview Survey (CHIS) Public Use File). Consistent with previous work, Latinos, girls, those whose family incomes were below the poverty level, and those with fair-poor health were more likely to display depressive symptoms. Males, whites, older teens and those in fair-poor health were more likely to be current smokers. In a multivariate analysis predicting depressive symptoms, the interaction between age and current smoking was highly significant (Wald Χ2=15.8, p<.01). At ages 12-14 years, the probability of depressive symptoms was estimated to be four times greater among adolescents who currently smoked, compared to those who were not current smokers. The likelihood of depressive symptoms associated with current smoking decreases with age and becomes non-significant by 17 years. Interventions to reduce smoking may be most useful among youth prior to age 12 years and must be targeted at multiple risks (e.g. smoking and depression).