Moderate to severe premenstrual syndrome (PMS) affects as many as 20% of premenopausal women. Although smoking may be more common in women with PMS, it is unknown whether smoking is involved in PMS etiology. In 1991–2001, the authors conducted a case-control study nested within the prospective Nurses’ Health Study II. Participants were US women aged 27–44 years and free of PMS at baseline, including 1,057 who developed PMS over 10 years and 1,968 reporting no diagnosis of PMS and only minimal menstrual symptoms during this time. Smoking at various ages was assessed by questionnaires. After adjustment for oral contraceptives and other factors, current smokers were 2.1 times as likely as never smokers to develop PMS over the next 2–4 years (95% confidence interval: 1.56, 2.83). Total pack-years and smoking during adolescence and young adulthood were also independently associated with a higher risk of PMS. For example, the relative risk for women who started smoking before age 15 years, compared with never smokers, was 2.53 (95% confidence interval: 1.70, 3.76). Results suggest that smoking, especially in adolescence and young adulthood, may increase risk of moderate to severe PMS. These findings may provide an additional incentive for young women to avoid cigarette smoking.