Cigarette smoking during pregnancy (CSDP) is associated with a number of negative outcomes in the offspring. Therefore, clarifying the correlates of CSDP and the extent to which CSDP is associated with nicotine dependence is an important step toward reducing its rate in the general population. Using data from 1,134 adult Australian female monozygotic and dizygotic twin pairs, we explored the associations between CSDP and sociodemographic and psychiatric correlates and between CSDP and patterns of cigarette smoking. Further, we examined the role of heritable and environmental influences on CSDP and investigated whether these latent risk factors are shared with a predisposition to nicotine dependence. Women smoking during an entire pregnancy reported heavier dependence and more unsuccessful quit attempts, compared with the community sample of mothers and with women who smoked during only part of a pregnancy. Educational attainment, weekly church attendance, spousal current smoking, and nicotine dependence also were associated with CSDP. Heritable influences explained 34% of the variation in CSDP, with the remainder related to nonshared environmental factors. A large proportion of the genetic influences on CSDP were shared with DSM-III-R nicotine dependence, with little overlap across the nonshared environmental influences. A lifetime history of difficulty with smoking cessation, in conjunction with social background and psychiatric comorbidity, especially during pregnancy, needs to be considered by treatment providers when counseling expectant mothers about the potential risks of CSDP.