Despite society's increasing awareness of the adverse health consequences of cigarette use, adolescents continue to take up smoking. This study suggests that adolescents may smoke in order to alleviate the stress engendered by the adjustment demands of this period and that adolescents with fewer coping resources should be more likely to use cigarettes. An examination of the relationship between psychological resources and cigarette use indicated that adolescents who smoked had lower self-esteem, a more external locus of control orientation and a higher level of trait anxiety compared with adolescents who did not smoke. The findings suggest that smoking performs a stress management function for those adolescents with a low sense of personal effectiveness.