This study examined the relationship between body mass index, smoking status, and depressive symptoms reported on the Center for Epidemiologic Studies Depression (CES-D) scale in the First National Health and Nutrition Examination Survey (NHANES I). Among women, but not men, greater body mass index was weakly associated with elevated reports of depressive symptoms. This relationship remained significant after controlling for age, years of education, and smoking status. A history of smoking (current and ex-smoking) and body weight in the highest weight quintile (> or = 28.96 kg/m2) was marginally related to increased risk of depression (CES-D score > or = 16) among women only. These results indicate that relative body weight is weakly related to psychological distress among women but not men, and that cigarette smoking does not significantly modify this relationship.