Objectives. We investigated whether socioeconomic circumstances at different life stages influence persistent smoking. Methods. We followed a British birth cohort (all births between March 3 and 9, 1958) for 41 years to examine the influence of childhood and adulthood socioeconomic position on persistent smoking in adulthood (n = 6541). Results. Persistent smoking (19% of participants, n = 1216) showed strong social gradients with both childhood and adulthood socioeconomic measures. Among men, the association with childhood socioeconomic circumstances was no longer significant after we adjusted for adulthood socioeconomic circumstances; however, among women, the adjusted odds of persistent smoking increased by 8% for each unit increase across a 16-point childhood score. Conclusions. Childhood socioeconomic circumstances predicted persistent smoking among women in our cohort, a finding that highlights the importance of influences on the development of persistent smoking across the life course.