Empirical evidence regarding the causal nature of the relationship between emotional distress and tobacco use in male and female adolescents provides support for both the distress-to-use and the use-to-distress hypotheses. Using a cross-lagged model with 3 waves of data from 2,961 adolescents followed into young adulthood, the authors tested the hypothesis that this relationship changes over time. As hypothesized, emotional distress in Grade 10 was associated with increased smoking in Grade 12 for both boys and girls. Smoking in Grade 12 was in turn associated with increased emotional distress in young adulthood. The addition of 3 third factors (rebelliousness, deviance, and family problems) to the model did not alter the results. Results suggest that the relationship between tobacco use and emotional distress is a dynamic one in which distress initially leads to use but then becomes exacerbated by it over time.