With the aim of analysing the importance of psycho-social factors in predicting adolescents’ smoking behaviour, a model of the interrelations between socio-economic status, parents’, peers’ and adolescents’ own smoking behaviours was tested. The sample consisted of 2,616 adolescents. LISREL analyses were used to support the model; males and females were evaluated separately. Peers’ smoking is the strongest predictor of adolescent smoking. Parents’ smoking behaviour influences adolescents’ smoking directly, but also indirectly through the parents’ influence on peers’ smoking behaviour. Socio-economic status influences adolescent smoking indirectly through its influence on parents’ and peers’ smoking behaviour. Our model is significant in both males and females and explains 42–51% of the variance in adolescent smoking behaviour. Accentuation of peers’ influence on adolescents’ smoking behaviour without considering the interrelations between the influence of socio-economic status, parents and peers may lead us to incorrect conclusions in research as well as in prevention.

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