Introduction: Current cigarette smoking rates among older women remain problematic, especially given that this population experiences increased smoking-related health consequences. Despite these increased health concerns, little research to date has explored smoking patterns across the menopausal transition (pre-, early-peri-, late-peri-, and postmenopausal) or the effect of unique factors such as sex hormones and depression during this transition. Methods: This study used 10 yearly waves of data from the Study of Women's Health Across the Nation, a longitudinal dataset. Data included 1397 women endorsing ever smoking regularly at baseline. Random-effects logistic regression models were used to examine smoking transitions. Results: Although there were no associations between menopausal transition stage and smoking behavior, increased estradiol was associated with an increased likelihood of quitting regular smoking (eg, transitioning from regular smoking to non-regular or no smoking; odds ratio [OR] = 1.28), whereas increased testosterone was associated with an increased likelihood of relapsing to regular smoking (eg, transitioning from former or nonregular smoking to regular smoking OR = 2.56). Depression was associated with increased likelihood of continued smoking (OR = 0.97) and relapse (OR = 1.03). Conclusions: The results emphasize the need to develop interventions to target initiated or continued smoking among women across the menopausal transition and specifically highlight the importance of developing treatments that target depressive symptoms in this population. In addition, although singular hormone measures were associated with smoking behavior, there is a need for future study of dynamic changes in hormones, as well as the impact of progesterone on smoking behaviors across the menopausal transition.