BACKGROUND: We assessed the association of anxiety with cigarette dependence over time, depending on smoking status (daily, occasional or ex-smoker); and the association of anxiety with (a) smoking cessation, (b) reduction, and (c) relapse. METHODS: A prospective Internet survey of 1967 ever smokers was assessed three times at 2 weeks interval, in 2007-2010. Cigarette dependence was assessed using the cigarette dependence scale. Predictors included time, smoking status (daily, occasional or ex-smoker) and anxiety. All measures were assessed at each time point. RESULTS: Dependence decreased over time (slope=-0.21, p<0.001), as did feeling prisoner of cigarettes (slope=-0.25, p<0.001). Both decreased faster between week 0 and week 2 then between week 2 and week 4 (slopes=0.25, and 0.13; p<0.01). Differences in anxiety across individuals were associated with dependence (slope=0.28, p=0.001), feeling prisoner of cigarettes (slope=0.38, p<0.001), cessation (OR=0.42, p<0.001), relapse (OR=1.81, p<0.01), but not with smoking reduction (OR=0.85, p=0.35). Change over time in anxiety (within individuals) was associated with dependence (slope=-0.11, p=0.04), nor feeling prisoner of cigarettes (slope=-0.21, p=0.02), predicted smoking cessation (OR=0.51, p<0.001), smoking reduction (OR=0.67, p=0.047), and relapse (OR=1.52, p=0.03). CONCLUSIONS: Cross-sectionally, cigarette dependence, feeling prisoner of cigarettes, and smoking cessation were associated with anxiety; whereas prospectively, smoking cessation, reduction, and relapse were predicted by state anxiety. Thus, anxiety is an important factor that is associated with smoking behavior. Implications for treatment are discussed.