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OBJECTIVE: Although the association between depression and smoking has been consistently established, little evidence regarding the mechanisms that influence this association is currently available. The present study evaluates alternate familial mechanisms of comorbidity between depression and smoking. METHOD: Probands from a case-control family study were selected from outpatient specialty clinics or through a random-digit dialing procedure. A total of 133 probands and 273 directly interviewed, first-degree relatives of the probands were included in the present analyses. RESULTS: The pattern of cross-aggregation of heavy smoking and depression differed according to the subtype of depressive disorder. There was evidence of a shared etiology between dysthymia and heavy smoking, whereas major and double depression did not demonstrate a shared vulnerability with heavy smoking. CONCLUSIONS: This report contributes to the present sparse evidence regarding the mechanisms involved in the etiology of smoking and depressive disorders and highlights the need for greater attention to this issue through genetic epidemiological study methods.