It's not unusual to feel sad about giving up cigarettes, at least in the initial days or weeks after quitting. You may feel as if you've lost your best friend, one who's always been there for you. Some people find it helpful to write a good-bye letter to your cigarettes. Some sadness might come from withdrawal. If it is severe, see your doctor for help.
When you quit smoking, mood changes can occur. Smokers are more likely than non-smokers to experience depression. Studies have shown that nicotine and other chemicals in cigarettes can cause chemical changes in the brain and changes in mood. When you quit smoking, mood changes, including depression can occur. Often, depressive feelings are temporary, but if you have a longer history of depression or continue to feel depressed after withdrawal symptoms have eased, see your doctor for discussion of treatment.