Limiting attrition (i.e., participant dropout before the conclusion of a study) is a major challenge faced by researchers when implementing clinical trials. Data from a smoking cessation trial for females (N = 246) were analyzed in order to identify baseline smoking-related, demographic and psychological characteristics affecting likelihood of early (i.e., before the quit attempt) and late (i.e., after the quit attempt) dropout. There were a number of significant demographic predictors of attrition. Participants with at least one child living at home were at increased risk of both early and late dropout. Non-Whites were at increased risk of early dropout, while not having a college degree put one at increased risk of late dropout. Age was found to be a protective factor in that the older a participant was, the less likely she was to drop out in the early stages of the trial. With respect to psychological variables, weight concerns increased risk of attrition, as did the experience of guilt. In terms of smoking-related variables, mean cigarettes per day was not a significant predictor of attrition, although length of longest prior quit attempt was a significant predictor of early dropout when age was removed from the regression.