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The protection motivation theory (PMT) is a well-known theory of behaviour change. This study tested the applicability of the sub-constructs of threat and coping appraisal in predicting adolescents' smoking-related behavioural intentions and smoking behaviour longitudinally. Adolescents (N = 494) aged 11-16 years and not currently smoking at baseline participated in the study. Predictive validity of PMT constructs was tested in a path analysis model. Self-efficacy significantly predicted behavioural intention at baseline, which significantly predicted behavioural intention at follow-up, which in turn predicted smoking behaviour at follow-up. The effect of self-efficacy on behavioural intention at follow-up was mediated by behavioural intention at baseline and the effect of self-efficacy on smoking behaviour was mediated by behavioural intention at baseline and follow-up. In conclusion, we found support for one part of the PMT, namely for the predictive validity of the coping appraisal construct self-efficacy in predicting adolescents' smoking-related behavioural intention and smoking behaviour. These results fail to support the appropriateness of the PMT's construct threat appraisal in longitudinally predicting adolescents' smoking as well as the applicability of communicating fear and negative information as preventive interventions for this target group.