Background: Relationships among perinatal depression occurring a number of weeks before and after childbirth and smoking have been identified. Depression may lead to the inability to abstain from smoking during pregnancy. Objectives: This study aims to determine factors affecting smoking during pregnancy revealing potential relationships between depression and smoking patterns during and after pregnancy. Methods: A total of 206 mothers participated in the study. Data were collected through self-reporting as respondents were asked to answer questionnaires during the 12th week of pregnancy, during the 30th week of pregnancy, after childbirth, and during the period after pregnancy. Relationships between smoking behavior, sociodemographic variables, and feelings of perinatal depression were examined using chi-square test and binary logistic regression analysis. A follow-up investigation has been conducted after 2 years revealing the percentage of women returning to their smoking habits. Results: Smokers before ( B = 0.568; p = 0.026) and during pregnancy ( B = 1.238; p = 0.009) were more likely to express depression before childbirth. Average daily cigarette consumption before ( B = 1.110; p = 0.001) and during pregnancy ( B = 1.167; p = 0.002) was associated with depression during pregnancy. Women who smoked during pregnancy reported significantly more depressive symptoms after pregnancy ( B = 1.757; p = 0.005) compared with nonsmokers and smokers who abstained during pregnancy. Average daily cigarette consumption during pregnancy ( B = 1.402; p = 0.002) affects the expression of depression after pregnancy. Women who smoked before pregnancy ( B = 0.568; p = 0.025) and their average daily cigarette consumption before pregnancy ( B = 1.465; p = 0.025) were highly associated with the inability to abstain from smoking during pregnancy. However, the knowledge of risks of maternal smoking during pregnancy ( B = −1.110; p = 0.001) and medical consult on abstaining ( B = −1.238; p = 0.009) reinforced the maternal attempt to quit smoking. The follow-up investigation revealed an elevated amount of women returning to previous smoking patterns. Discussion: Perinatal depression is associated with smoking patterns during pregnancy. Assessment of depression and smoking is needed throughout perinatal period to support the health of women.