Smoking uptake by adolescents is best studied by a following a cohort of children as they proceed through adolescence. In this analysis of the first stage of such a study, several hypotheses about psychosocial factors that may modify the initiation of smoking in adolescents were examined in 1,552 11- and 12-year-olds in a school system in Scarborough, Canada. Investigation of the stress-coping hypothesis and other possible effect modifiers as they relate to ever-smoking revealed that stress (measured by number of life events) was important for both males and females (p = .0163 and .0056, respectively). However, the mechanisms underlying smoking appear to be different for males and females, even at this young age. In models adjusting for several factors simultaneously, rebelliousness was found to be the most important factor (p = .0001) followed by attitudes toward the effect of second-hand smoke (p = .0063) for males, whereas for females, mother smoking was the most important factor (p = .0001) followed by rebelliousness (p = .0102). Implications for design of prevention programs are discussed.