Introduction: Dysregulation in the hypothalamic-pituitary-adrenal axis has been shown to be associated with smoking relapse. No study has directly examined the role of sex differences in this relationship. Methods: Nicotine dependent men (n = 52) and women (n = 46) interested in cessation completed 2 laboratory stress sessions during ad libitum smoking and after 48hr of abstinence. The laboratory session included baseline, stress, and recovery periods. Blood and saliva samples were collected at the end of each period for the measurement of cortisol and adrenocorticotropic hormone. Self-report measures of craving and withdrawal symptoms were also collected. Participants attended 4 weekly follow-up sessions for counseling where they provided biological samples and self-report measures including smoking status. Relapse was defined by smoking cigarettes for 7 consecutive days post-cessation. Results: Results showed that 60 participants relapsed during the 4-week period. Cox regression models from the abstinence session showed that cortisol levels regardless of source were predictive of relapse but the direction of prediction was sex dependent (Sex × Hormone, all ps < .05). Follow-up analyses further revealed that lower cortisol levels predicted relapse in men whereas greater cortisol levels predicted relapse in women (ps < .05). Enhanced craving predicted early smoking relapse in men but not in women (ps < .05). Data from the ad libitum session showed no differences in predicting relapse. Conclusion: These findings highlight that sex differences in the hormonal response to stress and subjective craving during nicotine withdrawal are critical predictors of risk for understanding early relapse.