Objective: Although it has been found that identity constructs related to smoking are associated with changes in smoking behaviour, the direction of causal associations is as yet unclear. This study aims to clarify the nature and direction of these associations. Methods: In this longitudinal study we examined the reciprocal relations between identity constructs (i.e., smoker self-identity, quitter self-identity and smoker group-identity), intention to quit and smoking and quitting behaviour among a sample of 1036 smokers and ex-smokers, using cross-lagged structural equation modelling. Moreover, we tested whether these relations differed by socio-economic status (SES). Results: Identity and smoking behaviour were reciprocally related in that in intention to quit and smoking behaviour consistently predicted identity change, and identity predicted (changes in) intentions to quit and smoking behaviour. Behaviour appears more important for identity change than identity for behaviour change. Furthermore, quitter self-identity appears more important than smoker self- and group-identity. Relationships did not differ significantly between SES-groups. The findings were replicated using a cross-validation sample. Conclusion: Results imply that changing smoking behaviour may be a vehicle to change smoking-related identity. Moreover, strengthening identification with quitting is more crucial for quit success than decreasing smoker identities. The finding that behaviour may be more important for identity than vice versa, if replicated, may call for additions to identity theories.