Smoking during pregnancy is associated with adverse consequences for children. Most recently, it has been established as a risk factor for developmental psychopathology, specifically Conduct Disorder (CD). Although this association has been shown to be robust, developmental pathways from exposure to CD have not been established. We examined how prenatal exposure to cigarettes interacts with child and family factors to increase risk of CD symptoms in a longitudinal study of 10-year-old urban, African-American youth (N = 77). The effects of prenatal exposure at school age were moderated by child sex. Boys whose mothers smoked during pregnancy were significantly more likely to develop CD symptoms, but exposure did not increase risk in girls. A similar trend was found during infancy: prenatal smoking was associated with low sociability/negative emotionality only for boys. The effects of smoking during pregnancy were also moderated by the quality of the early caregiving environment. Exposed boys whose mothers were unresponsive during infancy were at increased risk of CD symptoms, but exposed boys with early responsive mothers were not. Prospective studies, with developmentally based measures of behavior across time, are critical for further elucidating pathways from prenatal exposure to cigarettes to the development of clinical disorder. The identification of a potentially modifiable, prenatal risk factor for early onset developmental psychopathology has important implications for prevention.