Background: Depression and anxiety are psychiatric disorders that are related to tobacco use and associated with dependence, the process of cessation, lapses and relapses after quitting smoking. Objective: To analyze the association of nicotine dependence with the level of anxiety and depression in patients who are in the process of smoking cessation. Methods: Cross-sectional study conducted with patients who sought the smoking cessation program in Cuiabá/MT. All the smokers enrolled from May to August 2012, participated in this study. Four instruments were applied: Socio-demographic Questionnaire, Fagerström test, Beck Anxiety Inventory and Beck Depression Inventory. Following bivariate analysis, using the crude prevalence ratio, with level of significance lower than 5% (p < 0.05), having as variable outcome the nicotine dependence ≥ 5 (Fagerström). The associations with p < 0.20 were selected for robust Multiple Poisson Regression (RPa). Results: Associations of Fagerström ≥ 5 with the male sex (RP = 1.15 CI 95% 1.03-1.28); number of cigarettes/day (RP = 1,33; CI 95% 1.19-1.48); and moderate/severe level of depression (RP = 1.15; CI 95% 1.04-1.28) were found. In the final model (RPa), the following variables remained associated: male gender (RPa 1.12; CI 95% 1.01-1.24), number of cigarettes/day (RPa 1.28; CI 95% 1.15-1.43) and high level of depression (RPa 1.12; CI 95% 1.01-1.23). Discussion: High level of nicotine dependence was associated significantly with the level of depression, emphasizing the association between smoking and psychiatric comorbidities.