Bred in Kentucky by Hopewell Investments and out of the Strolling Along mare Saunter, More Smoke raced for Thomas McCray and Harry Nye.
A two-time winner as a 2-year-old, More Smoke won three stakes as a 3-year-old in 2005. After a third-place finish to eventual sprint champion Lost in the Fog in the seven-furlong Swale Stakes (gr. II), More Smoke drew off to a commanding 14 ½-length win at Keeneland in the six-furlong Lafayette Stakes (gr. III). Setting all the pace, More Smoke set splits of :21.75 and :44.85 on his way to a 1:09.88 clocking
He the added the Select Stakes at Monmouth in his next start. Earlier in his campaign, he won the Dancing Count Stakes at Pimlico by 3 ¾ lengths.