We previously used a single nucleotide polymorphism (SNP) in the CHRNA5-A3-B4 gene cluster associated with heaviness of smoking within smokers to confirm the causal effect of smoking in reducing body mass index (BMI) in a Mendelian randomisation analysis. While seeking to extend these findings in a larger sample we found that this SNP is associated with 0.74% lower body mass index (BMI) per minor allele in current smokers (95% CI -0.97 to -0.51, P = 2.00×10-10), but also unexpectedly found that it was associated with 0.35% higher BMI in never smokers (95% CI +0.18 to +0.52, P = 6.38×10-5). An interaction test confirmed that these estimates differed from each other (P = 4.95×10-13). This difference in effects suggests the variant influences BMI both via pathways unrelated to smoking, and via the weight-reducing effects of smoking. It would therefore be essentially undetectable in an unstratified genome-wide association study of BMI, given the opposite association with BMI in never and current smokers. This demonstrates that novel associations may be obscured by hidden population sub-structure. Stratification on well-characterized environmental factors known to impact on health outcomes may therefore reveal novel genetic associations.