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Aims To determine whether abstinence or relapse on a quit attempt in the previous year is associated with current depressive symptoms. Design Prospective cohort with approximately annual waves. Mixed-effect logistic regressions tested whether time 2 (T2) quitting status was associated with reporting symptoms at T2, and whether time 1 (T1) symptoms moderated this relationship. Setting Waves 5-8 of the Four-Country International Tobacco Control Study: a quasi-experimental cohort study of smokers from Canada, the United States, the United Kingdom and Australia. Participants A total of 6978 smokers who participated in telephone surveys. Measurements T1 and T2 depressive symptoms in the last 4 weeks were assessed with two screening items from the PRIME-MD questionnaire. Quitting status at T2: (1) no attempt since T1; (2) attempted and relapsed; and (3) attempted and abstinent at T2. Findings Compared with no attempt, relapse was associated with reporting T2 symptoms [odds ratio (OR) = 1.46, 95% confidence interval (CI) = 1.33, 1.59]). Associations between T2 quitting status and T2 symptoms were moderated by T1 symptoms. Relapse was associated positively with T2 symptoms for those without T1 symptoms (OR = 1.71, 95% CI = 1.45, 2.03) and those with T1 symptoms (OR = 1.45, 95% CI = 1.23, 1.70). Abstinence was associated positively for those without T1 symptoms (OR = 1.37, 95% CI = 1.10, 1.71) and negatively for those with T1 symptoms (OR = 0.74, 95% CI = 0.59, 0.94). Age moderated these associations significantly. Relapse did not predict T2 symptoms for those aged 18-39 irrespective of T1 symptoms. The negative effect of abstinence on T2 symptoms for those with T1 symptoms was significant only for those aged 18-39 (OR = 0.61, 95% CI = 0.40, 0.94) and 40-55 (OR = 0.58, 95% CI = 0.40, 0.84). The positive effect of abstinence on T2 symptoms for those without T1 symptoms was significant only for those aged more than 55 (OR =1.97, 95% CI = 1.35, 2.87). Conclusions Most people who stop smoking appear to be at no greater risk of developing symptoms of depression than if they had continued smoking. However, people aged more than 55 who stop smoking may be at greater risk of developing symptoms of depression than if they had continued smoking. [ABSTRACT FROM AUTHOR]