"(Smoking) quite calms me down, and it's enjoyable. A little bit of what you fancy does you good," he said in an interview with Forest Online. "I don't want the government deciding what is exciting in my life."
The 67-year-old British artist has made the Los Angeles-area his base for 40 years, but serves as curator of the Royal Academy Summer Exhibition in London each summer.
Hockney also has been a frequent visitor to New York City, but he no longer plans to stay very long in the Big Apple because of New York's strict anti-smoking ordinances.
"I'm aware it's now a hostile city," he said. "I feel I'm in school, actually. There are signs everywhere you don't get in any other city."
Hockney said the lifestyle in Los Angeles is not so affected by smoking bans because the climate allows people to spend most of the year outdoors.