Smoking is more common in persons who are depressed. Some think that smoking improves their depression, but this has not necessarily been shown to be true. There are healthier ways to deal with depression. You may need some type of medication to help the underlying depression patterns- OR- you may need to develop alternative methods of dealing with depression/anxiety (like cognitive-behavioral therapy, meditation, physical exercise). Talk to your doctor or counselor to discuss the best treatment. You may feel anxious and depressed from withdrawal early in your quit, but that doesn't necessarily mean you suffer from chronic depression. If you have a history of depression, you may temporarily feel more depressed when you quit. Be sure to work with your doctor or counselor as you go through your quit.