The main objective of this study was to investigate the causal relationship between smoking and depression/ anxiety, and specially the direction of this relationship, in order to analyze the link between the degree of dependence to nicotine, and the anxio-depressive levels, according to HADS test and the Fagerstrom test of nicotine dependence. Our study included 647 smokers and 400 non-smoking male. To facilitate this study, we distributed questionnaires to several private GP surgeries, to be completed by patients. In this study, we found that there is a close relationship between the level of nicotine addiction, anxiety levels and the emergence of depressive disorders. A highly depressive state implies a very strong addiction to tobacco; a high percentage of subjects showed little or no tobacco dependence. When anxiety appears (even when non-significant) dependence increases from medium to high, and very high, whereas in the absence of depression, 80% to 90% of patients show no tobacco addiction. The addiction to tobacco increases at the beginning of depression and reach her maximum in depressed patients. Thus, the anxiolytic effect of nicotine becomes an anxiogenic effect in anxious subjects, when subjects move from non-dependence to medium and very strong addiction.