Background: Many studies report a positive association between smoking and mental illness. However, the literature remains mixed regarding the direction of this association. We therefore conducted a systematic review evaluating the association of smoking and depression and/or anxiety in longitudinal studies. Methods: Studies were identified by searching PubMed, Scopus, and Web of Science and were included if they: (1) used human participants, (2) were longitudinal, (3) reported primary data, (4) had smoking as an exposure and depression and/or anxiety as an outcome, or (5) had depression and/or anxiety as the exposure and smoking as an outcome. Results: Outcomes from 148 studies were categorized into: smoking onset, smoking status, smoking heaviness, tobacco dependence, and smoking trajectory. The results for each category varied substantially, with evidence for positive associations in both directions (smoking to later mental health and mental health to later smoking) as well as null findings. Overall, nearly half the studies reported that baseline depression/anxiety was associated with some type of later smoking behavior, while over a third found evidence that a smoking exposure was associated with later depression/anxiety. However, there were few studies directly supporting a bidirectional model of smoking and anxiety, and very few studies reporting null results. Conclusions: The literature on the prospective association between smoking and depression and anxiety is inconsistent in terms of the direction of association most strongly supported. This suggests the need for future studies that employ different methodologies, such as Mendelian randomization (MR), which will allow us to draw stronger causal inferences. Implications: We systematically reviewed longitudinal studies on the association of different aspects of smoking behavior with depression and anxiety. The results varied considerably, with evidence for smoking both associated with subsequent depression and anxiety, and vice versa. Few studies supported a bidirectional relationship, or reported null results, and no clear patterns by gender, ethnicity, clinical status, length to follow-up, or diagnostic test. Suggesting that despite advantages of longitudinal studies, they cannot alone provide strong evidence of causality. Therefore, future studies investigating this association should employ different methods allowing for stronger causal inferences to be made, such as MR.
