The objective of this study was to investigate the association between depression and anxiety and adolescents' smoking status, and to determine whether depression or anxiety mediate the association between Attention Deficit Hyperactivity Disorder (ADHD) and smoking. A cross-sectional survey of tobacco use was conducted in regional school districts located outside the Greater Vancouver area of British Columbia, Canada. The sample included 6,943 students. Having taken medications for depression, anxiety, or ADHD; ethnicity/race; and parental, peer, and sibling smoking status were significantly associated with smoking status. ADHD was significantly associated with depression and anxiety. In multivariate analysis, although depression/anxiety and ADHD were found to be significant correlates of regular smoking when each variable was independently included in a multinomial logistic regression model, ADHD did not remain significant when it was included with depression/anxiety. Depression and anxiety may mediate the relationship between ADHD and smoking.