Preventing smoking initiation among adolescents of lower socio-economic groups is crucial for the reduction of socio-economic inequalities in health. The aim of the present study was to examine whether effective smoking prevention interventions in Europe are equally effective among adolescents of low- and high-socio-economic status (SES). As part of the European Union-funded TEENAGE project, three school-based smoking prevention intervention studies in Europe were selected for secondary analyses: (i) a Dutch class competition intervention, (ii) the European Smoking Prevention Framework (ESFA) study and (iii) the A Stop Smoking in Schools Trial (ASSIST) intervention. All three studies differed in effectiveness by SES. The Dutch class competition study only had a significant effect among higher SES adolescents. The results for the ESFA study and ASSIST study were mixed and depended on which SES indicator was used. The conclusion of the study is that stratified analyses provide important insights in differential intervention effects for higher and lower socio-economic groups. Although findings from the different studies were mixed, interventions that use a social network approach in which youngsters are allowed to deliver the intervention themselves may be a successful strategy in targeting adolescents from lower socio-economic groups.