This systematic review examines the association between cigarette smoking and depression or anxiety in longitudinal studies. The review identified 148 studies, which were categorized into five smoking-related outcomes: smoking onset, smoking status, smoking heaviness, tobacco dependence, and smoking trajectory. The results varied significantly, with evidence for both positive and null associations. Nearly half of the studies found that baseline depression or anxiety was associated with later smoking behavior, while over a third found evidence that smoking exposure was associated with later depression or anxiety. However, few studies supported a bidirectional relationship, and even fewer reported null results. The review suggests that future studies should employ different methodologies, such as Mendelian randomization, to draw stronger causal inferences. The findings highlight the need for further research to clarify the complex relationship between smoking and mental health.This systematic review examines the association between cigarette smoking and depression or anxiety in longitudinal studies. The review identified 148 studies, which were categorized into five smoking-related outcomes: smoking onset, smoking status, smoking heaviness, tobacco dependence, and smoking trajectory. The results varied significantly, with evidence for both positive and null associations. Nearly half of the studies found that baseline depression or anxiety was associated with later smoking behavior, while over a third found evidence that smoking exposure was associated with later depression or anxiety. However, few studies supported a bidirectional relationship, and even fewer reported null results. The review suggests that future studies should employ different methodologies, such as Mendelian randomization, to draw stronger causal inferences. The findings highlight the need for further research to clarify the complex relationship between smoking and mental health.