Another £500,000 is invested in the controversial mining giant, BHP Billiton.
Anti-smoking campaigners said the Parliament had a "moral duty" to disinvest in tobacco as it undermined public health policy.
The shareholdings appear in the annual accounts for the Scottish Parliamentary Pension Scheme, which were published last week.
The pension fund is run by investment manager Baillie Gifford, and a Scottish Parliament spokesman said they had no control over where the money is invested.
Sheila Duffy, chief executive of the anti-smoking charity ASH Scotland, said: "There's a moral duty to disinvest in tobacco."