The relationship between smoking and suicide remains controversial. A total of 16 282 twin pairs born before 1958 in Finland and alive in 1974 were queried with detailed health and smoking questionnaires in 1975 and 1981, with response rates of 89% and 84%. Smoking status and dose, marital, employment, and socio-economic status, and indicators of psychiatric and somatic illness were assessed at both time points. Emergent psychiatric and medical illness and vital status, including suicide determined by forensic autopsy, were evaluated over 35-year follow-up through government registries. The association between smoking and suicide was determined in competing risks hazard models. In twin pairs discordant for smoking and suicide, the prospective association between smoking and suicide was determined using a matched case-control design. Smokers had a higher cumulative suicide incidence than former or never smokers. Heavy smokers had significantly higher suicide risk hazard ratio (HR) 3.47, 95% confidence interval (CI) 2.31-5.22 than light smokers (HR 2.30, 95% CI 1.61-3.23) (p = 0.017). Compared with never smokers, smokers, but not former smokers, had increased suicide risk (HR 2.56, 95% CI 1.43-4.59), adjusting for depressive symptoms, alcohol and sedative-hypnotic use, and excluding those who developed serious somatic or psychiatric illness. In twin pairs discordant for smoking and suicide, suicide was more likely in smokers odds ratio (OR) 6.0, 95% CI 2.06-23.8. Adults who smoked tobacco were more likely to die by suicide, with a large, dose-dependent effect. This effect remained after consideration of many known predictors of suicide and shared familial effects, consistent with the hypothesis that exposure to tobacco smoke increases the risk of suicide.