Cigarette smoking is associated with numerous diseases and poses a serious challenge to the current healthcare system worldwide. Smoking impacts both innate and adaptive immunity and plays dual roles in regulating immunity by either exacerbation of pathogenic immune responses or attenuation of defensive immunity. Adaptive immune cells affected by smoking mainly include T helper cells (Th1/Th2/Th17), CD4+CD25+ regulatory T cells, CD8+ T cells, B cells and memory T/B lymphocytes while innate immune cells impacted by smoking are mostly DCs, macrophages and NK cells. Complex roles of cigarette smoke have resulted in numerous diseases, including cardiovascular, respiratory and autoimmune diseases, allergies, cancers and transplant rejection etc. Although previous reviews have described the effects of smoking on various diseases and regional immunity associated with specific diseases, a comprehensive and updated review is rarely seen to demonstrate impacts of smoking on general immunity and, especially on major components of immune cells. Here, we aim to systematically and objectively review the influence of smoking on major components of both innate and adaptive immune cells, and summarize cellular and molecular mechanisms underlying effects of cigarette smoking on the immune system. The molecular pathways impacted by cigarette smoking involve NF kappa B, MAP kinases and histone modification. Further investigations are warranted to understand the exact mechanisms responsible for smoking-mediated immunopathology and to answer lingering questions over why cigarette smoking is always harmful rather than beneficial even though it exerts dual effects on immune responses.