OBJECTIVES: This study builds on previous observations about a suspected causal association linking tobacco smoking with depression. With prospective data, the study sheds new light on the temporal sequencing of tobacco smoking and depressed mood in late childhood and early adolescence. METHODS: The epidemiologic sample that was studied consisted of 1731 youths (aged 8-9 to 13-14 years) attending public schools in a mid-Atlantic metropolitan area, who were assessed at least twice from 1989 to 1994. A survival analysis was used to examine the temporal relationship from antecedent tobacco smoking to subsequent onset of depressed mood, as well as from antecedent depressed mood to subsequent initiation of tobacco use. RESULTS: Tobacco smoking signaled a modestly increased risk for the subsequent onset of depressed mood, but antecedent depressed mood was not associated with a later risk of starting to smoke tobacco cigarettes. CONCLUSIONS: This evidence is consistent with a possible causal link from tobacco smoking to later depressed mood in late childhood and early adolescence, but not vice versa.