Research has documented that adolescents and young adults with attention-deficit/hyperactivity disorder (ADHD) are at increased risk for cigarette smoking, but less attention has examined why this risk exists. The current paper reviews the literature on different psychosocial mechanisms [self-medication hypothesis, social factors (social modeling, social impairments), cognitive factors (attitudes, coping skills), and psychological variables (ADHD symptom dimensions, comorbidity)] that might explain this increased smoking risk. Results of the review suggest that, while the self-medication hypothesis has some theoretical merit, it has not been adequately examined among adolescents and young adults with ADHD. Further, cognitive and social factors may be important mechanisms that help to explain the association between ADHD and cigarette smoking, but research in these areas is sparse. Finally, a larger body of literature suggests that different psychological aspects of ADHD (e.g., comorbidity, symptom dimensions) are related to smoking. Interpretation of findings of many of these studies was hindered due to significant methodological problems and the lack of a guiding theoretical orientation. Potential theories that might facilitate future work in this area are discussed. Future research should continue to explore these important psychosocial mechanisms as well as gene-environment interactions in examining the link between ADHD and cigarette smoking.