A study of 2.4 million people, published in the Lancet, showed a 25% difference in increased risk.
The reasons are unclear, say researchers.
The British Heart Foundation said the findings were "alarming" especially as women tended to smoke fewer cigarettes.
The World Health Organization lists heart disease as the world's biggest killer, affecting more than seven million people each year.
The illness is largely down to lifestyle choice and smoking is one of the main causes. A study by the University of Minnesota showed women are at greater risk from smoking than men.
It analyzed 75 sets of data produced by studies between 1966 and 2010.
The report showed that: "Women had a significant 25% increased risk for coronary heart disease conferred by cigarette smoking compared with men."
Smoking cessation policies and practice should take account of differences between the genders in order to optimise effectiveness in targeting both men and womenâ€
Smoking was thought to double the risk of a heart attack for both men and women. The report's author Rachel Huxley said the risks adjusted for each sex were not available - but she roughly estimated them to be around a 1.8 fold increase if men start smoking and around a 2.3 fold increase for women.
The researchers admit that the explanation for the increased risk is "unclear", but likely explanations fall into two categories.
Biological differences between the sexes could mean women are more vulnerable to coronary heart disease or there could be differences in the way women smoke.
The authors suggested: "Women might extract a greater quantity of carcinogens and other toxic agents from the same number of cigarettes than men."
Ellen Mason, senior cardiac nurse at the British Heart Foundation, said: "It's alarming to see such a large study confirm that women are so much more at risk of heart disease from smoking than men.
"Despite women generally smoking fewer cigarettes a day than men, women appear to be substantially more at risk of getting heart disease.
The chief executive of Heart UK, Jules Payne, said: "Smoking cessation policies and practice should take account of differences between the genders in order to optimise effectiveness in targeting both men and women."
Jane Landon, deputy chief executive of the National Heart Forum, said: "In many countries around the world, women are viewed as a growth market by tobacco companies.
"Government plans for plain packaging of tobacco products are urgently needed to stop the cynical marketing that particularly targets young women with slim cigarettes in small, attractive packs in appealing textures and colours."