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To examine the association of adolescent depression and anxiety symptoms with daily smoking and nicotine dependence in young adulthood.A prospective cohort study of adolescent and young adult health (n = 1943). Teen assessments occurred at 6-monthly intervals, with two follow-up assessments in young adulthood (wave 7, 1998; wave 8, 2001–03).Victoria, Australia.Students who participated at least once during the first six (adolescent) waves of the cohort study.Adolescent depression and anxiety symptoms were assessed using the Revised Clinical Interview Schedule (CIS-R). Young adult tobacco use was defined as: daily use (6 or 7 days per week) and dependent use (≥4 on the Fagerstrom Test for Nicotine Dependence).Among adolescent ‘less than daily’ smokers, those with high levels of depression and anxiety symptoms had an increased risk of reporting nicotine dependence in young adulthood [odds ratio (OR) 3.3, 95% confidence interval (CI) 1.2–9.1] compared to young adults who had low levels of adolescent depression and anxiety symptoms, after adjusting for potential confounding factors. Similarly, in the adjusted model (OR 1.9, 95% CI 1.0–3.4), among adolescent ‘daily’ smokers, those with high levels of depression and anxiety symptoms had an almost two-fold increase in the odds of reporting nicotine dependence in young adulthood compared to young adults with low levels of adolescent depression and anxiety symptoms.Adolescent smokers with depression and anxiety symptoms are at increased risk for nicotine dependence into young adulthood. They warrant vigilance from primary care providers in relation to tobacco use well into adulthood.