In English-speaking, Western-Anglo countries, where smoking has become stigmatized in recent decades as a result of widespread anti-smoking campaigns, smokers commonly report poorer psychological health on average than nonsmokers do. This may be indirectly related to the strong pressures to quit in such countries, as poorer psychological health is associated with a reduced likelihood of quitting, thus leading to a selection bias for smokers with relatively poorer psychological health. In the present study, 147 smoker and nonsmoker participants either came from Western-Anglo countries where smoking has become stigmatized (Australia, Canada, USA) or countries in regions where smoking remains relatively more accepted (Asia, Latin America, Europe). Smokers and nonsmokers were assessed on a widely used self-report measure of anxiety, depression, and stress. Multivariate analysis revealed a significant interaction between smoker status (smoker, nonsmoker) and country of origin (Western-Anglo, other) on psychological health ratings, with univariate analysis showing a significant interaction on anxiety scores. Among those from Western-Anglo countries, smokers reported significantly higher levels of anxiety than nonsmokers did, whereas there was no difference in anxiety between smokers and nonsmokers from other countries. There was no difference in the number of cigarettes smoked per day between the samples of smokers, indicating very similar levels of nicotine intake in the two groups. The findings support the notion that a selection bias for smokers with relatively poorer psychological health is occurring in Western-Anglo countries.