Cigarette smoking among American women attending college has increased dramatically since the 1980's. To develop effective smoking prevention and cessation programs, a better understanding of factors associated with smoking in college women is needed. Therefore, the purpose of this study was to examine if selected factors (stress, stress management, nutrition, physical activity, alcohol consumption, and race) were related to smoking in college women. A sample of 354 college women in a southeastern state, 18-22 years of age, participated in the study. Logistic regression analysis indicated that White race (p = < .001), alcohol consumption (p = .0013), and limited physical activity (p = .0078) were significantly associated with smoking. Physically active college women were 2 times less likely to be smokers. However, physical activity mediated the effect of stress and stress management on smoking. Additionally, stress management confounded the effect of stress on smoking. Therefore, in addition to alcohol avoidance, exercise (as a stress management strategy) may be an important component of primary prevention and smoking cessation programs for college women.