Purpose: This study was conducted to determine the prevalence of smoking and the levels of self-esteem and self-efficacy in adolescents and to examine the risk factors affecting smoking. Design and Methods: The present study is a cross-sectional descriptive study. This study was conducted with a total of 2566 adolescents (13–19 years of age). In order to collect research data, Personal Information Form, Rosenberg Self-Esteem Scale, and Self-Efficacy Scale for Children were used. Results: In the current study, the mean age of adolescents was 15.88 ± 1.20 years and the prevalence of smoking was 11.3%. Variables such as age, gender, family type, parental employment status, presence of smokers in the immediate circle, and self-efficacy levels were determined as risk factors that had an impact on smoking. It was found that the total score of the self-efficacy scale increased the probability of smoking by 3.413 times, the academic self-efficacy subscale by 5.064 times, and the emotional self-efficacy subscale by 2.045 times. Conclusion: The present study concludes that certain adolescents are in the risk group. The adolescents in the risk of smoking are those who have low levels of self-efficacy, who are older, male, have a nuclear family, whose mothers do not work, whose fathers work, and who have smokers in their immediate circle. Practical Implications: School nurses can identify students at risk of smoking at an early stage. In addition, training sessions and intervention programs aimed at improving social skills can be developed to boost their self-efficacy.