Knowledge about the potential effects of stressful events on smoking cessation is helpful for the design of health interventions. Previous studies on this topic tended to group together adults of all ages and of both genders. We investigate the contribution of marital and employment losses on smoking cessation by gender, specifically among older adults in Europe. We used panel data from waves 4 (2011) and 5 (2013) of the Survey of Health, Ageing and Retirement in Europe for 3345 male and 3115 female smokers at baseline aged 50 and over from 13 countries. The associations between marital and employment losses and smoking cessation were derived from logistic regression models for each gender, controlling for age, educational attainment, diseases incidence and country of residence. Interactions between gender and marital and employment losses were tested. Over the analysed period, 119 smokers became widowed or divorced (1.8 %), 318 became retired (4.9 %) and 100 became unemployed (1.5 %). Becoming widowed or divorced was associated with lower probability of smoking cessation among both men (OR 0.36, 95 % CI 0.14–0.94) and women (OR 0.46, 95 % CI 0.21–0.99). Transitions to unemployment and to retirement were not significantly associated with smoking cessation (OR 0.62, 95 % CI 0.25–1.49; and OR 0.68, 95 % CI 0.43–1.07, respectively). Gender differences in the association between marital and employment losses and smoking cessation were not statistically significant (p value > 0.05 for all interactions). Health interventions should take into account that male and female older adults affected by marital loss are at risk of continuing smoking.