BACKGROUND: The US Food and Drug Administration has established a policy of substantially discounting the health benefits of reduced smoking in its evaluation of proposed regulations because of the cost to smokers of the supposed lost pleasure they suffer by no longer smoking. This study used data from nine countries of the former Soviet Union (fSU) to explore this association in a setting characterised by high rates of (male) smoking and smoking-related mortality. METHODS: Data came from a cross-sectional population-based study undertaken in 2010/2011 in Armenia, Azerbaijan, Belarus, Georgia, Kazakhstan, Kyrgyzstan, Moldova, Russia and Ukraine. Information was collected from 18 000 respondents aged ≥18 on smoking status (never, ex-smoking and current smoking), cessation attempts and nicotine dependence. The association between these variables and self-reported happiness was examined using ordered probit regression analysis. RESULTS: In a pooled country analysis, never smokers and ex-smokers were both significantly happier than current smokers. Smokers with higher levels of nicotine dependence were significantly less happy than those with a low level of dependence. CONCLUSIONS: This study contradicts the idea that smoking is associated with greater happiness. Moreover, of relevance for policy in the fSU countries, given the lack of public knowledge about the detrimental effects of smoking on health but widespread desire to quit reported in recent research, the finding that smoking is associated with lower levels of happiness should be incorporated in future public health efforts to help encourage smokers to quit by highlighting that smoking cessation may result in better physical and emotional health.