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The authors investigated withdrawal in smokers with current threshold and subthreshold depressive disorders (N = 21) who were participating in a pilot study of intensive counseling interventions for smoking cessation. The majority of participants (67%) were taking antidepressants when they entered the trial. Withdrawal symptoms were compared in prolonged abstainers versus nonabstainers across a 12-week treatment period and at the 3-month follow-up assessment visit. Prolonged abstinence was associated with an increase in positive affect and a decrease in depressive symptoms and craving over time. Nonabstinence was associated with little overall change in these variables from treatment onset to the 3-month follow-up. At the 3-month follow-up, 44% of prolonged abstainers were in complete remission of their baseline depressive disorders, compared with 0% remission among nonabstainers. Findings suggest that within the context of an intensive smoking cessation intervention, some smokers with current depressive disorders may experience significant improvement in affective and craving symptoms. Findings also suggest that abstinence may be associated with improvement in affect.