Participants in this double-blind study will be randomly assigned to receive either bupropion or placebo. CBT sessions and individual meetings with a study physician will last for 13 weeks. Treatment with either bupropion or placebo will begin at the first CBT meeting and will continue for 13 weeks. Treatment with the nicotine replacement patch will begin at the second CBT meeting and will continue for 10 weeks. Participants will have monthly follow-up visits throughout the year following Week 13. During the follow-up period, participants will continue to take either bupropion or placebo but will no longer undergo CBT or nicotine replacement. If participants are unable to quit smoking, or become more depressed during the follow-up phase, they will be offered treatment with Zoloft, and will continue to be monitored for the duration of the follow-up year. If participants have been unsuccessful in using Zoloft, they will be offered another antidepressant at the judgement of the clinician.