The present study examined the association of several psychosocial problems with continued smoking during pregnancy. Based on a population-based cohort study among pregnant women in Amsterdam (n = 8266), women who smoked before pregnancy were included in this study (n = 1947). Women completed a questionnaire around the 12th week of gestation. Based on whether they smoked in the past week, participants were categorized as quitters or non-quitters. Depressive symptoms (CES-D), anxiety (STAI), pregnancy-related anxiety, job strain, parenting stress and physical/sexual violence were measured. Multiple logistic regression analyses were performed. After adjustment for sociodemographic and smoking-related covariates, low and high levels of pregnancy-related anxiety, exposure to physical/sexual violence, and high job strain were significantly associated with continued smoking during pregnancy. Intensive and comprehensive smoking cessation programs are required for pregnant women, which includes the management of psychosocial problems. © 2008 Elsevier Ltd. All rights reserved.