ABSTRACT Aims To examine whether mood, personality and coping predict smoking cessation and whether the associations of personality and coping are mediated through depressed mood. Setting Multicenter (n = 8) smoking cessation trial. Participants A total of 600 smokers (≥ 15 cigarettes/day) without current depression who participated in a smoking cessation study. Measurements The outcome was continuous abstinence during the last 4 weeks of the 3-month trial: depressed mood was measured by the Beck Depression Inventory (BDI), personality by the Revised NEO Personality Inventory (NEO-PI-R) and coping by the Revised Ways of Coping Checklist (RWCC). Findings A total of 14.7% (88/600) were abstainers. Controlling for potential confounders, baseline BDI independently predicted smoking cessation. Smokers with BDI ≥ 10 were less likely to quit than those with BDI < 10 (odds ratio: 6.39, 95% CI: 1.44–28.3, P = 0.01). Compared to BDI < 10 smokers, BDI ≥ 10 smokers had significantly higher scores for neuroticism and lower scores for extraversion and conscientiousness (NEO-PI-R). On the RWCC, BDI ≥ 10 smokers scored higher for blame self, wishful thinking and problem avoidance and they scored lower on problem focus than smokers with BDI < 10. A mediational analysis showed that neither personality traits nor coping skills predicted directly smoking cessation. However, low level of problem focusing and social support seeking predicted a negative outcome via depressed mood. Conclusion A BDI score ≥ 10, even in smokers who do not meet a current diagnosis of major depression, directly predicts inability to quit. This suggests the utility of assessing depression symptoms in routine smoking cessation care.