A team from the New York's Columbia University and New York State Psychiatric Institute found that smoking may increase the risk of some anxiety disorders for teens and young adults.
They found that teenagers who smoke at least one pack of cigarettes a day are at greater risk of developing agoraphobia, generalised anxiety disorder, and panic disorder in young adulthood.
The teenagers were interviewed between 1985 and 1986, when their average age was 16, and between 1991 and 1993 when their average age was 22.
When interviewed as teenagers, 39 (6%) smoked at least 20 cigarettes per day, and 44 (6%) had anxiety disorders.
At the age of 22, the number of 20-a-day smokers had risen to 104 (15%), and the number who had anxiety disorders to 68 (10%).
Even after taking other factors such as temperament and alcohol and drug use into account, the researchers found that adolescents who smoked 20 cigarettes or more per day were nearly seven times more likely to develop agoraphobia during early adulthood.
They were also 5.5 times more likely to suffer from generalised anxiety disorder (GAD) and nearly 16 times more likely to suffer from panic disorder.
Different theories
One hypothesis is that anxious people are more likely to start smoking because they think cigarettes will calm their nerves and help them in social situations.
However, the researchers found that teenagers who had already developed anxiety problems were no more likely to become heavy smokers.
Another theory is that smoking may make people anxious because it damages their breathing. It may also be that one of the effects of nicotine is to generate anxiety.
Clive Bates, director of the anti-smoking charity Action on Smoking and Health, told BBC News Online: "We should be very concerned about this.
"Most people think smoking helps you to calm down and relax, but this study adds to the evidence that this is a myth and smoking adds to stress and anxiety.
"In fact, many smokers are spending hours each day suffering the low level misery of temporary withdrawal from nicotine as they wait for their next cigarette.
"When a product exerts such profound influences on the brain, we should not be surprised if there are serious long term and negative consequences."
The research is published in the Journal of the American Medical Association.