Purpose: We recently proposed a conceptual smoking cessation model suggesting the potential for physical activity to facilitate smoking cessation via improvements in neurocognition and executive function. Here, we provide a preliminary empirical evaluation of this model. Methods: Data from the 1999 to 2002 National Health and Nutrition Examination Survey were used; 2,299 older adult (60-84 years) participants provided data on the study variables. Moderate-to-vigorous physical activity (MVPA) and smoking status (yes/no) were assessed via self-report; the digit symbol substitution test (DSST) was used to assess cognitive function. Results: After adjustments, adults meeting MVPA guidelines had 61% lower odds of being a smoker (odd ratio [OR] = 0.39; 95% confidence interval [CI]: 0.25-0.61; P < 0.001). After adjustments, participants meeting MVPA guidelines had a higher cognitive function score (β = 6.95; 95% CI: 5.21-8.69; P < 0.001). Then, a 1-SD (DSST score of 18) increase in DSST was associated with a 24% (OR = 0.76; 95% CI: 0.64-0.90; P = 0.003) reduced odds of being a smoker after adjustments. The indirect beta coefficient was statistically significant (β = −0.01; 95% CI: −0.03 to −0.0004). The proportion of the total effect of MVPA on smoking that was mediated by cognitive function was 6.2%. Conclusion: These preliminary findings provide empirical support for the possibility of cognitive function playing a mediating role regarding the relationship between physical activity and smoking behavior.