Background We examined female sedentary smokers' additional cardiovascular disease (CVD) risk behaviors and their associations to smoking cessation. Methods This study was part of a randomized controlled trial testing the effectiveness of exercise and nicotine gum in smoking cessation. Included in the analyses were 148 participants. Dietary habits and alcohol consumption were measured as additional CVD risk behaviors. High-fat diet and heavy alcohol use were considered those risk behaviors. Nicotine dependence, length of the longest quit attempt, depressive symptoms, self-efficacy, and education were examined as other baseline variables. Abstinence from tobacco was recorded through 12 months. Results Diet was related to depressive symptoms at baseline. Alcohol use was related to nicotine dependence and education level. Heavy alcohol use alone and accumulation of two added risk behaviors predicted poorer smoking cessation outcome. Although diet alone was not associated with cessation outcome the high-fat diet interacted with depressive symptoms, such that the depressed women with high-fat diet were significantly more likely to relapse in their quit attempt compared to other subgroups. Conclusion Non-moderate alcohol use alone and accumulation of multiple CVD risk behaviors seem to be associated with lower success in smoking cessation.