Objective: The prevalence of smoking among gay men is considerably higher than in the general population. To investigate possible causes of this health risk disparity, this study used multilevel modeling of daily diary data to examine the temporal relationship between smoking and both sexual orientation concealment and masculine gender role variables. Method: Gay (n = 136) and heterosexual (n = 56) university students (mean age = 20.56, SD = 2.13) completed measures of boyhood and current gender nonconformity, as well as daily measures of smoking, negative affect, and masculinity self-consciousness across 9 days. Gay participants additionally indicated the extent to which they concealed their sexual orientation each day. Results: The same percentage of gay (17.7%; n = 24) and heterosexual (17.9% n = 10) participants smoked over the course of the study. Gay men who smoked, however, smoked on more days across the study, t = 2.20, p less than 0.05. Boyhood gender nonconformity and current masculinity significantly predicted the average odds of smoking for all participants. Daily masculinity self-consciousness also predicted the odds of smoking for all participants, although it predicted those odds more strongly for heterosexual men (b = 1.00, p less than 0.001) than for gay men (b = 0.31, p = 0.06). Gay participants' attempts to conceal their sexual orientation on a given day positively predicted their likelihood of smoking that day. Conclusions: Results suggest the need to consider the role of gender nonconformity, masculinity self-consciousness, and sexual orientation stress in future investigations of smoking among young men. (Contains 6 tables and 2 footnotes.)