Many smokers and health professionals believe that tobacco smoking reduces anxiety, despite a lack of evidence.
Researchers in London followed 491 smokers enrolled at a smoking cessation clinic. The participants were asked about why they smoke.
"People who achieve abstinence experience a marked reduction in anxiety whereas those who fail to quit experience a modest increase in the long term," Mairtin McDermott of King's College London and co-authors concluded in the British Journal of Psychiatry.
"These data contradict the assumption that smoking is a stress reliever, but suggest that failure of a quit attempt may generate anxiety."
Anxiety levels fell among the 68 smokers who quit after six months.
The increase in anxiety in those who relapsed was largest for those with a current diagnosis of psychiatric disorder and whose main reason for smoking was to cope with stress, the researchers said.
The study was funded by the British Heart Foundation, Cancer Research UK, Economic and Social Research Council, Medical Research Council, and the UK Department of Health. One of the study's authors has done consulting work on smoking cessation for pharmaceutical companies.