Objective: Based on conceptual models of addiction and affect regulation, this study examined the mechanisms linking current major depressive syndrome (MDS) and anxiety syndrome (AS) to postpartum smoking relapse. Method: Data were collected in a randomized clinical trial from 251 women who quit smoking during pregnancy. Simple and multiple mediation models of the relations of MDS and AS with postpartum relapse were examined using linear regression, continuation ratio logit models, and a bootstrapping procedure to test the indirect effects. Results: Both MDS and AS significantly predicted postpartum smoking relapse. After adjusting for MDS, AS significantly predicted relapse. However, after adjusting for AS, MDS no longer predicted relapse. Situationally based self-efficacy, expectancies of controlling negative affect by means other than smoking, and various dimensions of primary and secondary tobacco dependence individually mediated the effect of both MDS and AS on relapse. In multiple mediation models, self-efficacy in negative/affective situations significantly mediated the effect of MDS and AS on relapse. Conclusions: The findings underscore the negative impact of depression and anxiety on postpartum smoking relapse and suggest that the effects of MDS on postpartum relapse may be largely explained by comorbid AS. The current investigation provided mixed support for affect regulation models of addiction. Cognitive and tobacco dependence-related aspects of negative and positive reinforcement significantly mediated the relationship of depression and anxiety with relapse, whereas affect and stress did not. The findings emphasize the unique role of low agency with respect to abstaining from smoking in negative affective situations as a key predictor of postpartum smoking relapse. (Contains 1 figure and 4 tables.)