Data were obtained from a large-scale survey of 2,096 11-14 year-olds in the fall of 2000 in the Netherlands. Eleven schools in the Utrecht region were selected for the survey. The second wave of the survey was conducted 6 months after the first wave. A total of 1,861 adolescents (89 percent of the first wave) participated in the second wave. A widely used method for assessing smoking behavior was used. Responses ranged from "I have never smoked, not even one puff" to "I smoke at least once a day." Regarding self-efficacy, six items measured participants' confidence in their ability to become (or stay) nonsmokers and their confidence that they could refuse a cigarette when one was offered. The depressive Mood List of Kandel and Davies (1982) measured the extent to which participants experienced negative mood, and Rosenberg's (1965) self-esteem scale measured the participants' perceived self-value or sense of worth. Findings showed that higher depressive mood, low self-esteem, and low self-efficacy apparently were related to higher 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 found that particular adolescents with low self-efficacy and poor emotional adjustment were likely to smoke. Study limitations are noted. 1 figure, 3 tables, and 23 references