Obesity and cigarette smoking are correlated through complex relationships. Common genetic causes may contribute to these correlations. In this study, we selected 241 loci potentially associated with body mass index (BMI) based on the Genetic Investigation of ANthropometric Traits (GIANT) consortium data and calculated a BMI genetic risk score (BMI-GRS) for 17,037 individuals of European descent from the Oncoarray Project of the International Lung Cancer Consortium (ILCCO). Smokers had a significantly higher BMI-GRS than never-smokers (p = 0.016 and 0.010 before and after adjustment for BMI, respectively). The BMI-GRS was also positively correlated with pack-years of smoking (ptextless0.001) in smokers. Based on causal network inference analyses, seven and five of 241 SNPs were classified to pleiotropic models for BMI/smoking status and BMI/pack-years, respectively. Among them, three and four SNPs associated with smoking status and pack-years (ptextless0.05), respectively, were followed up in the ever-smoking data of the Tobacco, Alcohol and Genetics (TAG) consortium. Among these seven candidate SNPs, one SNP (rs11030104, BDNF) achieved statistical significance after Bonferroni correction for multiple testing, and three suggestive SNPs (rs13021737, TMEM18; rs11583200, ELAVL4; and rs6990042, SGCZ) achieved a nominal statistical significance. Our results suggest that there is a common genetic component between BMI and smoking, and pleiotropy analysis can be useful to identify novel genetic loci of complex phenotypes.