The primary aim of this research study (STEP) is to compare the effectiveness of two smoking cessation programs that integrate counseling and nicotine replacement with either a wellness program or exercise. This will help us to determine whether different lifestyle interventions (wellness or exercise) help increase the effectiveness of current standard programs for smoking cessation.

Inclusion Criteria:

1. Aged between 18 and 65 years old
2. Capable of providing informed consent, attend all study visits and comply with the protocol
3. Daily smoker for at least one year and currently smoke an average of at least 10 cigarettes per day
4. Report a motivation to quit smoking in the next month of at least 5 on a 10-point scale
5. Score of 20 or greater on 16-item Anxiety Sensitivity Index
6. Physically inactive as defined as participating in moderate-intensity exercise less than 2 days/week (duration must be 30 minutes or less each time)

Exclusion Criteria:

1. Use of other tobacco products
2. General medical condition(s) that contraindicate exercise
3. Resting blood pressure of ≥ 160 systolic and/or 100 diastolic who are not receiving treatment for high blood pressure
4. Blood lipid levels ≥ 240 mg/dl with LDL-C ≥ 160 mg/dl or triglyceride levels ≥ 300 mg/dl (individuals receiving medical treatment for lipid abnormalities with lipid levels above the cut-offs will be eligible with physician written approval)
5. Body mass index ≥40
6. Currently suicidal or high suicide risk
7. Current or past psychotic disorders of any type, or comorbid psychiatric conditions that are relative or absolute contraindications to the use of any treatment option in the study protocol
8. Currently pregnant, planning on becoming pregnant in the next year, or current breastfeeding
9. Alcohol or drug dependence; abuse of depressants, dissociative anesthetics, hallucinogens, opioids, or cocaine within the last 6 months
10. Psychotherapy initiated within the past three months, or ongoing psychotherapy of any duration directed specifically toward the treatment of anxiety or mood disorder other than general supportive therapy
11. Current use of any psychotherapy or pharmacotherapy for smoking cessation not provided by the researchers, including Chantix, Zyban, Welbutrin and Nortriptyline.