The current research developed and tested a novel training strategy to alter the implicit associations between alternative behaviors to smoking and negative affect, and explored its effects on depressive symptoms and on smoking behavior as part of a quit attempt. Using a joystick, participants identified as smokers with depressive symptoms were trained to approach alternative behaviors to smoking in the context of negative affect. Specifically, in the experimental condition, participants were trained to avoid smoking-related targets and to approach alternative activities. In the control condition, participants pushed and pulled an equal amount of smoking and alternative activity-related targets. Compared with the participants in the control condition, those in the experimental condition showed an increase in the accessibility of the alternative activity relative to smoking and a decrease in depressive symptoms. Smoking outcomes did not differ significantly across the 2 conditions. Taken together these results indicate that the value of alternative behaviors to smoking can be modified in the lab without participants’ conscious intentions with implications for depressive symptomatology. Future research is required to explore the impact of such training on smoking outcomes.