Despite decades of research on co-occurring smoking and depression, cessation rates remain consistently lower for depressed smokers than for smokers in the general population, highlighting the need for theory-driven models of smoking and depression. This paper provides a systematic review with a particular focus on psychological states that disproportionately motivate smoking in depression, and frame an incentive learning theory account of smoking-depression co-occurrence. Please contact the library to request a copy of this article - http://bit.ly/1Xyazai