Cigarette smoking is a leading cause of preventable mortality worldwide. Nicotine dependence, which reduces the likelihood of quitting smoking, is a heritable trait with firmly established associations with sequence variants in nicotine acetylcholine receptor genes and at other loci. To search for additional loci, we conducted a genome-wide association study (GWAS) meta-analysis of nicotine dependence, totaling 38,602 smokers (28,677 Europeans/European Americans and 9925 African Americans) across 15 studies. In this largest-ever GWAS meta-analysis for nicotine dependence and the largest-ever cross-ancestry GWAS meta-analysis for any smoking phenotype, we reconfirmed the well-known CHRNA5-CHRNA3-CHRNB4 genes and further yielded a novel association in the DNA methyltransferase gene DNMT3B. The intronic DNMT3B rs910083-C allele (frequency = 44-77%) was associated with increased risk of nicotine dependence at P = 3.7 × 10-8 (odds ratio (OR) = 1.06 and 95% confidence interval (CI) = 1.04-1.07 for severe vs mild dependence). The association was independently confirmed in the UK Biobank (N = 48,931) using heavy vs never smoking as a proxy phenotype (P = 3.6 × 10-4, OR = 1.05, and 95% CI = 1.02-1.08). Rs910083-C is also associated with increased risk of squamous cell lung carcinoma in the International Lung Cancer Consortium (N = 60,586, meta-analysis P = 0.0095, OR = 1.05, and 95% CI = 1.01-1.09). Moreover, rs910083-C was implicated as a cis-methylation quantitative trait locus (QTL) variant associated with higher DNMT3B methylation in fetal brain (N = 166, P = 2.3 × 10-26) and a cis-expression QTL variant associated with higher DNMT3B expression in adult cerebellum from the Genotype-Tissue Expression project (N = 103, P = 3.0 × 10-6) and the independent Brain eQTL Almanac (N = 134, P = 0.028). This novel DNMT3B cis-acting QTL variant highlights the importance of genetically influenced regulation in brain on the risks of nicotine dependence, heavy smoking and consequent lung cancer.