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Previous research has indicated an association between smoking and depression in adolescents, although the nature of the relationship is controversial. We sought to understand this relationship better in a prospective study by investigating whether there are subpopulations of adolescents with different relationships between smoking and depressive symptoms.Our sample was 925 adolescents attending one of five Northern Virginia high schools, grades 9 to 12. We used General Growth Mixture Modeling as our method because it allowed identification and characterization of depressive symptoms trajectories and assessment of the effects of trajectory on 12th grade smoking. We defined the binary variable 12th grade current smoking as smoking on 1 or more of the past 30 days and more than 100 cigarettes smoked in a lifetime, versus not having smoked in the past 30 days.We identified three trajectories: high, medium, and low depressive symptoms. For adolescents with high symptoms, 9th grade (baseline) smoking was associated with an overall deceleration of depressive symptoms, whereas for adolescents with moderate symptoms, baseline smoking was associated with an overall acceleration in depressive symptoms. Baseline smoking was not associated with rate of change in depressive symptoms for adolescents with low symptoms, nor was it associated with baseline depressive symptoms in any trajectory.These findings demonstrate that there is a relationship between smoking and depressive symptoms in adolescents, and that the relationship can vary by developmental trajectory, suggesting etiological heterogeneity.