Possibly. If you think you are smelling smoke that is not there, it could be from phantosmia. Phantosmia is an olfactory hallucination and it is most often caused by sinus issues like the common cold, allergies, or sinus infections. It can also be a result of migraines, dental problems, or radiation treatment for throat or brain cancer. Less common reasons can be a head injury, stroke, or a brain tumor. If you think it might be caused by a less common problem, it is best to consult a doctor.