When I gave up smoking, I also noticed depression and anxiety were worse. The mental crutch that cigarettes gave me was comforting, like no matter how bad things were, I could always slip away to find a quiet spot and burn a few smokes. I think nicotine causes anxiety, compared to having no addiction or use of it. But the mental connection to smoking, the anticipated relief of lighting up and pulling on it. It's like caffeine (my drug of choice thee days). It increases anxiety, but does seem to lift me a little when depressed. Sigh! I want a smoke now, like i always have since I quit.