Background: Cigarette smokers have their own motivation and justification to smoke. For example, smoking reduces their stress or enhances their pleasure. This study aimed to identify the (a) prevalence of cigarette smokers among undergraduates in Malaysia, (b) gender differences in nicotine dependence among current smokers, (c) differences in psychological problems (depression, anxiety and stress) based on the status of smoking cigarettes (current, former and non-smokers) and (d) extent to which precipitating factors (tension reduction, addiction, automatism, handling, social interaction, pleasure, and stimulation) predict the smoking behavior among current smokers. Materials and Methods: In this study 780 undergraduate students participated from a private university in Kuala Lumpur and Selangor state in Malaysia. The Depression, Stress and Anxiety Scale, Modified Reason for Smoking Scale and Fagerstrom Nicotine Dependence Test were used to measure psychological problems, predictors of smoking behavior and nicotine dependency among current smokers. Results: The results showed that 14.7%(n=106) of the students were smokers. Current smokers exhibited more psychological problems (depression, anxiety and stress) compared to former and non-smokers. Addiction, tension reduction, pleasure and automatism were predictors of smoking behavior among the current smoking students. Step wise regression analysis showed that smoking behavior was highly predicted by nicotine dependency or addiction. Smoking students were motivated to smoke cigarettes as they believed that it reduced their tension and enhance pleasure. Conclusions: Hence, there is a need for health promotion and anti-tobacco prevention as cigarette smokers experience more psychological problems. Nicotine dependency or addition was one of the major causes for smoking behavior among the student population in Malaysia.