depression is believed to be the result, at least in part, of a problem in the production of certain key brain chemicals, in particular the neurotransmitters known as serotonin, dopamine, and norepinephrine. These are the chemicals that regulate mood, that contribute to feelings of confidence and mastery and pleasure. Drugs like Zoloft and Prozac work because they prompt the brain to produce more serotonin: they compensate, in other words, for the deficit of serotonin that some depressed people suffer from. Nicotine apears to do exactly the same thing with the other two key neurotransmitters - dopamine and norepinephrine. Those smokers who are depressed, in short, are essentially using tobacco as a cheap way of treating their own depression, of boosting the level of brain chemicals they need to function normally. This effect is strong enough that when smokers with a history of psychiatric problems give up cigarettes, they run a sizable risk of relapsing into depression. Here is stickiness with a vengeance: not only do some smokers find it hard to quit because they are addicted to nicotine, but also because without nicotine they run the risk of a debilitating psychiatric illness.
The Tipping Point, Malcolm Gladwell