Introduction Depression is a global burden that is exacerbated by smoking. The association between depression and chronic smoking is well-known; however, existing findings contain possible confounding between nicotine dependence (ND), a latent construct measuring addiction, and objective smoking behavior. The current study examines the possible unique role of ND in explaining depression, independently of smoking behavior. Methods A nationally-representative sample of current adult daily smokers was drawn by pooling three independent, cross-sectional, biennial waves (spanning 2011-16) of the National Health and Nutrition Examination Survey (NHANES). The association between ND (operationally defined as time to first cigarette (TTFC) after waking) and the amount of depression symptoms was examined after adjusting for both current and lifetime smoking behaviors (cigarettes per day and years of smoking duration) and sociodemographic factors (gender, age, race, education and income to poverty ratio). Results Earlier TTFC was associated with more depression symptoms, such that those smoking within 5 minutes of waking had an approximately 1.6-fold higher depression score (PRR = 1.576, 95% CI = 1.324-1.687) relative to those who smoke more than 1 hour after waking. This relationship remained significant after adjusting for current and lifetime smoking behavior as well as sociodemographic factors (PRR = 1.370, 95% CI = 1.113, 1.687).