Background Numerous studies have examined gene × environment interactions (G × E) in cognitive and behavioral domains. However, these studies have been limited in that they have not been able to directly assess differential patterns of gene expression in the human brain. Here, we assessed G × E interactions using two publically available datasets to assess if DNA variation is associated with post‐mortem brain gene expression changes based on smoking behavior, a biobehavioral construct that is part of a complex system of genetic and environmental influences. Methods We conducted an expression quantitative trait locus (eQTL) study on two independent human brain gene expression datasets assessing G × E for selected psychiatric genes and smoking status. We employed linear regression to model the significance of the Gene × Smoking interaction term, followed by meta‐analysis across datasets. Results Overall, we observed that the effect of DNA variation on gene expression is moderated by smoking status. Expression of 16 genes was significantly associated with single nucleotide polymorphisms that demonstrated G × E effects. The strongest finding (p = 1.9 × 10−11) was neurexin 3‐alpha (NRXN3), a synaptic cell–cell adhesion molecule involved in maintenance of neural connections (such as the maintenance of smoking behavior). Other significant G × E associations include four glutamate genes. Conclusions This is one of the first studies to demonstrate G × E effects within the human brain. In particular, this study implicated NRXN3 in the maintenance of smoking. The effect of smoking on NRXN3 expression and downstream behavior is different based upon SNP genotype, indicating that DNA profiles based on SNPs could be useful in understanding the effects of smoking behaviors. These results suggest that better measurement of psychiatric conditions, and the environment in post‐mortem brain studies may yield an important avenue for understanding the biological mechanisms of G × E interactions in psychiatry.