As is the case with depression, the scientific evidence indicates that smoking may contribute to causing anxiety disorders.
explanation
One recent study showed that people who smoke as teenagers have a higher-than-usual risk of developing anxiety problems as young adults, but that people who are anxious as teenagers do not have an increased risk of later starting to smoke. Another study, which focused on a specific type of anxiety disorder called panic attacks, found that people who already smoke have an increased risk of developing this problem, but that people who already have panic attacks are not more likely to become smokers. Thus, it appears that smoking contributes to causing anxiety problems, rather than anxiety problems prompting people to smoke.