Summary The effects of cigarette smoking on the risk of herpes zoster (HZ) infection remain unclear. This study aimed to examine the association between cigarette smoking and HZ. Participants were collected from four rounds (2001, 2005, 2009 and 2013) of the Taiwan National Health Interview Survey. Incident cases of HZ were identified from the Taiwanese National Health Insurance database. Of the 57 641 participants, 3346 developed HZ during the observation period. After controlling for confounders, current smokers had a lower risk of incident HZ than never‐smokers (adjusted hazard ratio 0.69; 95% CI 0.62–0.77). There was a trend toward a decreased risk of HZ with increasing numbers of cigarettes per day, years of smoking and cumulative pack‐years of smoking among current smokers (Ptrend < 0.001). Former smoking was not associated with risk of HZ. In conclusion, current smoking was significantly associated with a decreased risk of developing HZ.