Relapse to cigarette smoking after a quit attempt is often the result of inadequate coping. In a study of 72 cigarette smokers, relationships between neuroticism, depressive symptoms, and the use of engagement and disengagement coping strategies were explored, along with expectancies for the effectiveness of these different types of coping for regulating affect. Depression and neuroticism showed significant positive relationships with disengagement coping strategies (such as withdrawing from the situation) and negative relationships with engagement strategies (such as approaching those involved). In addition, mood-regulation expectancies for coping strategies were closely associated with their projected use. These findings may be helpful in tailoring coping skills training components of smoking cessation treatments.