late Old English smoca, smocca (rare) "visible fumes and volatile material given off by burning or smoldering substances," related to smeocan "give off smoke," from Proto-Germanic *smuk- (source also of Middle Dutch smooc, Dutch smook, Middle High German smouch, German Schmauch), from PIE root *smeug- "to smoke; smoke" (source also of Armenian mux "smoke," Greek smykhein "to burn with smoldering flame," Old Irish much, Welsh mwg "smoke").
The more usual noun was Old English smec, which became dialectal smeech. From late 14c. as "a puff, cloud, or column of smoke." Figurative use, of something unsubstantial," is by 1540s; in reference to an obscuring medium, 1560s.
There is no fyre without some smoke [Heywood, 1562]
In other forms the proverb dates to mid-15c.
Abusive meaning "Black person" is attested from 1913, American English. Smoke-eater "firefighter" is by c. 1930. Figurative phrase go up in smoke "be destroyed" (as if by fire) is from 1933 (an earlier figurative image was come to smoke, "come to nothing," c. 1600, with a different image in mind). Smoke-alarm "device giving warning of smoke" is by 1936; smoke-detector from 1957.