Cigarette smoking is a growing problem among adolescents. This correlational study tested theoretical relationships between the dependent variable (smoking behavior) and the independent variables (depression and smoking resistance self-efficacy) in a convenience sample of 364 college students ages 18 to 21 years recruited from a large urban public college. An a priori mediational model tested the role of smoking resistance self-efficacy as a mediator in the relationship between smoking behavior and depression. Findings showed there was a statistically significant positive relationship between depression and smoking behavior (r = 0.122, p = 0.01). There was a statistically significant negative relationship between smoking resistance self-efficacy and smoking behavior (r = -0.744, p = 0.01). Additionally, smoking resistance self-efficacy was a mediator of the relationship between depression and smoking behavior (ß = -0.757, p = 0.001). This study identifies a need for further theory-driven study of the relation of adolescent depression and smoking behavior. The findings of this study have implications for nursing interventions targeted to both current smokers and smoking initiation prevention programs.