I'm not sure but it probably could be a contributing factor in your depression.

I notice when I get out and am active, I tend to feel more happy. I think this is caused from bettaendorphines (forgive my spelling). When you are active (in my case I swim and walk outside) your brain sends out those chemicals thus leaving you feeling happier and more energetic. I don't know about smoking as I never tried it, but it does become addicting and any addiction can be harmful. That's just my 2 cents, hope I helped a little!