BACKGROUND Raising cigarette prices through taxation is an important policy approach to reduce smoking. Yet, cigarette price increases may not be equally effective in all subpopulations of smokers. OBJECTIVE To examine differing effects of state cigarette price changes with individual changes in smoking among smokers of different intensity levels. METHODS Data were derived from the National Epidemiologic Survey on Alcohol and Related Conditions, a nationally representative sample of US adults originally interviewed in 2001-2002 (Wave 1) and re-interviewed in 2004-2005 (Wave 2): 34 653 were re-interviewed in Wave 2, and 7068 smokers defined at Wave 1 were included in our study. Mixed effects linear regression models were used to assess whether the effects of changes in state cigarette prices on changes in daily smoking behaviour differed by level of daily smoking. RESULTS In the multivariable model, there was a significant interaction between change in price per pack of cigarettes from Wave 1 to Wave 2 and the number of cigarettes smoked per day (p=0.044). The more cigarettes smoked per day at baseline, the more responsive the smokers were to increases in price per pack of cigarettes (ie, number of cigarettes smoked per day was reduced in response to price increases). CONCLUSIONS Our findings that heavier smokers successfully and substantially reduced their cigarette smoking behaviours in response to state cigarette price increases provide fresh insight to the evidence on the effectiveness of higher cigarette prices in reducing smoking.