We consider a one-dimensional jumping Markov process, solving a Poisson-driven stochastic differential equation. We prove that the law of this process admits a smooth density for all positive times, under some regularity and non-degeneracy assumptions on the coefficients of the S.D.E. To our knowledge, our result is the first one including the important case of a non-constant rate of jump. The main difficulty is that in such a case, the process is not smooth as a function of its initial condition. This seems to make impossible the use of Malliavin calculus techniques. To overcome this problem, we introduce a new method, in which the propagation of the smoothness of the density is obtained by analytic arguments.