The aim of this study was to explore a longitudinal bi-directional relationship between school achievement and smoking behavior. The sample consists of 2,188 Finnish students in grades 7-9. Data were collected at three separate occasions between the years 1998 and 2000. Three hypothesized conceptual models were developed and tested using path analyses by structural equation modeling (SEM). Students that performed poorly at school smoked weekly six times more than those who achieved the highest school grade point averages at the age of 15. Using SEM, the findings suggest that not only does deterioration of school achievement contribute to progression in smoking uptake continuum but also vice versa progression in smoking uptake continuum to deterioration of school achievement over time (CFI = .997). There were no moderating effects of gender or treatment condition in the proposed models. Both deterioration of school achievement and progression in smoking uptake continuum predicted changes in other behavior during the first two years in secondary school in Finland.