For the past three months nathanial, a heavy smoker, has been severely depressed. his doctor told him that it is likely that he smokes so much because:

The correct answer is - nicotine can temporarily increase norepinephrine, a neurotransmitter scarce in people with depression.
Before Nathaniel started smoking, he was severely depressed, which is in part a biological thing (not only mental) due to his lack of norepinephrine. However, when he started smoking, his levels of this neurotransmitter rose, which is why he didn't feel as depressed as he used to be, but in turn, he became addicted to nicotine.