According to an ecological perspective in psychology and in line with social cognitive theory, smoking behaviour is determined by different social contexts (for example, peers, family and school) providing adolescents with important role models. This paper investigates the effects of personal characteristics as well as family, peer and school context variables on youth smoking behaviour. We hypothesize that school smoking policy variables predict adolescents' smoking in addition to other context variables. Data were obtained from a self-report survey administered to 3364 students in 40 secondary schools in Bavaria, Germany. For both younger (10-15 years) and older (16-21 years) students, strong associations were found between smoking behaviour and (i) smoking best friends and friends in general, (ii) other substance use and (iii) school performance. In the younger age group, the non-existence of smoking bans for students was associated with an increased risk of being smoker. For the older students, a positive association was found between the presence of smoking teachers on school grounds and smoking behaviour. Results are discussed considering methodological aspects and public health concerns.