Objectives People living with HIV (PLHIV) in the USA, particularly women, have a higher prevalence of food insecurity than the general population. Cigarette smoking among PLHIV is common (42%), and PLHIV are 6–13 times more likely to die from lung cancer than AIDS-related causes. This study sought to investigate the associations between food security status and smoking status and severity among a cohort of predominantly low-income women of colour living with and without HIV in the USA.Design Women enrolled in an ongoing longitudinal cohort study from 2013 to 2015.Setting Nine participating sites across the USA.Participants 2553 participants enrolled in the Food Insecurity Sub-Study of the Women’s Interagency HIV Study, a multisite cohort study of US women living with HIV and demographically similar HIV-seronegative women.Outcomes Current cigarette smoking status and intensity were self-reported. We used cross-sectional and longitudinal logistic and Tobit regressions to assess associations of food security status and changes in food security status with smoking status and intensity.Results The median age was 48. Most respondents were African-American/black (72%) and living with HIV (71%). Over half had annual incomes ≤US$12 000 (52%). Food insecurity (44%) and cigarette smoking (42%) were prevalent. In analyses adjusting for common sociodemographic characteristics, all categories of food insecurity were associated with greater odds of current smoking compared with food-secure women. Changes in food insecurity were also associated with increased odds of smoking. Any food insecurity was associated with higher smoking intensity.Conclusions Food insecurity over time was associated with smoking in this cohort of predominantly low-income women of colour living with or at risk of HIV. Integrating alleviation of food insecurity into smoking cessation programmes may be an effective method to reduce the smoking prevalence and disproportionate lung cancer mortality rate particularly among PLHIV.