The aim of this study was to examine the associations between self-efficacy, emotional adjustment, and smoking in a large sample of early adolescents cross-sectionally and short-term longitudinally. A prospective sample was used consisting of 1861 12-13-year-olds at 11 secondary schools. Questionnaires were administered at baseline and at a follow-up 6 months after the baseline assessment. Findings showed that higher depressive mood, low self-esteem, and low self-efficacy appeared to be related to enhanced levels of smoking in cross-sectional analyses. Short-term longitudinal analyses indicated that depressive mood and self-esteem were only related to the onset of smoking in girls. In three out of four cross-sectional analyses, self-efficacy x emotional adjustment interactions revealed that in particular adolescents with low levels of self-efficacy and low levels of emotional adjustment are likely to smoke.