The link between mental disorders and nicotine dependence that had been prviously observed in the general population also pertains to pregnant women, according to a U.S. survey that included 1,516 pregnant women. Taking into account important characteristics - including age, education, income, and marital status - associations appeared between nicotine dependence and have a mood, anxiety, or personality disorder. The presence of mental disorders may make smoking cessation particularly difficult. Smoking during pregnancy is of special concern because, acoording to prior research, it increases the risk of women having infants with low birth weight, such children subsequently face an elevated risk of health consequences and of learning and behavior problems.
Source
An analysis from the 2001-2002 National Epidemiologic Survey on Alcohol and Related Conditions reported in Goodwin, R.D, Keyes, K., and Simuro, N. Mental disorders and nicotine dependence among pregnant women in the United States. Obstetrics and Gynecology 109(4):875-883, 2007