Diet, alcohol intake, and leisure-time physical activity were compared cross-sectionally in middle-aged female smokers, ex-smokers, and never smokers and were reassessed approximately 3 years later. At initial contact, there were no group differences in total caloric intake and very few differences in nutrient intake, but alcohol intake of current smokers and ex-smokers was at least 50% greater than that of never smokers, and current smokers reported less physical activity than did ex-smokers and never smokers. Prospective findings were similar: Compared with continuing smokers, ex-smokers did not change their dietary and alcohol intake but significantly increased physical activity. Thus, some adverse behaviors associated with smoking (e.g., alcohol intake) may be due to self-selection to history of smoking, whereas other behaviors (e.g., reduced physical activity) may be more directly related to smoking itself.