New research is now suggesting it might be because of genetics.
Scientists studied identical twins. The logic was, they share genes, so if they act alike it probably reflects a genetic component.
The new research adds to a growing body of literature suggesting there is probably a substantial genetic influence when it comes to nicotine addiction.
But, scientists are still trying to pinpoint the gene or genes involved.
The report appears in an upcoming print issue of Demography.
Authors say, as a result, new tactics may be needed to help those smokers who just can't quit.