To propose and test a method that produces an unbiased estimate of the average effect of smoking cessation on weight gain. Previous estimates may be biased due to unobservable differences in attributes of quitters and continuing smokers. An accurate estimate of weight gain due to cessation is important for policymakers, health managers, clinicians, consumers, and developers of smoking cessation aids. Study Setting . Our analysis consisted of an instrumental variables (IVs) approach in which treatment assignment in randomized smoking cessation trials served as a random source of variation in probability of quitting. Data Collection . We searched the medical literature for previously conducted smoking cessation trials that contained data suitable for our reanalysis. Principal Findings . We identified one trial for our reanalysis, the Lung Health Study, a randomized smoking cessation trial with 5,887 smokers aged 35–60 from 1986 to 1994 in several sites across the United States. In our IV reanalysis, we estimated a 9.7 kg weight gain over 5 years due to cessation, as compared with the conventional estimate of 5.3 kg. Conclusions . The true effect of smoking cessation on weight gain may be larger than previously estimated. This result indicates the importance of fully understanding the possible weight effects of cessation and underscores the need to accompany cessation programs with weight management interventions. The result, however, does not overturn the conclusion that the net health benefits of quitting are positive and very large. The application of the IV technique we propose is likely to be useful in a variety of contexts in which one is interested in the effect of one health condition on another.