Adolescent cigarette smoking is an increasing health risk behaviour in many societies. The reasons why adolescents commence smoking are patently complex, though it has been suggested that young people take up this behaviour as a means of stress reduction during the difficult and challenging time of adolescence. This paper reports data which suggests that adolescent stress, broadly defined, does indeed relate to the decision to commence smoking by young people. Moreover, though the personality attribute of neuroticism is independently associated with this decision, it does not mediate the association between stress and smoking onset. The implications of these data for adolescent smoking prevention programs are discussed.