Tobacco use is a major economic and health problem. It is particularly concerning that women consume more tobacco products, have a more difficult time quitting smoking, and are less likely to benefit from smoking cessation therapy than men. As a result, women are at higher risk of developing tobacco-related diseases. Clinical evidence suggests that women are more susceptible to anxiety disorders, and are more likely to smoke in order to cope with stress than men. During smoking abstinence, women experience more intense anxiety than men and report that the anxiety-reducing effects of smoking are the main reason for their continued tobacco use and relapse. Consistent with this, pre-clinical studies using rodent models suggest that females display more intense stress during nicotine withdrawal than males. This review posits that in women, stress is a principal factor that promotes the initiation of tobacco use and relapse behavior during abstinence. Studies are reviewed at both the clinical and pre-clinical levels to provide support for our hypothesis that stress plays a central role in promoting tobacco use vulnerability in females. The clinical implications of this work are also considered with regard to treatment approaches and the need for more research to help reduce health disparities produced by tobacco use in women.