One in nine Americans smokes cigarettes, and a disproportionate share of smokers suffer from mental illness. Despite this correlation, there exists little rigorous evidence on the effects of smoking cessation on mental health. We re-use data from a randomized trial of a smoking cessation treatment to estimate short and long-term impacts on previously un-analyzed measures of mental distress. We find that smoking cessation increases short-run mental distress, while reducing milder forms of long-run distress. We provide suggestive evidence on mechanisms including physical health, marriage, employment and substance use. Our results suggest that cessation efforts and mental health supports are complementary interventions in the short run and provide new evidence of welfare gains from cessation in the long run.