The purpose of this cross-sectional study was to examine the impact of personality factors (neuroticism, extraversion, openness, agreeableness, and conscientiousness), cognitive factors (sense of coherence and self-efficacy), coping resources (family and friend social support) and demographic factors (gender and ethnicity) on cigarette smoking behaviors (initiation, frequency, and amount of cigarette smoking) among college students. A total of 161 U.S. college students, aged 18–26, who enrolled in an introductory psychology course completed self-report questionnaires. The majority of the students had tried smoking (55%); among those who had tried, 42% were current smokers. The majority (77%) who had smoked a whole cigarette did so at age 16 years or younger. Students who reported lower levels of conscientiousness and self-efficacy had a greater likelihood to had tried cigarette smoking. Also, students who had lower levels of self-efficacy reported smoking more frequently and greater quantities of cigarettes than students with higher levels of self-efficacy. Self-efficacy was the most significant predictor of smoking behaviors. Health promotion programs focused on self-efficacy may be an effective tool for reducing the initiation, frequency, and amount of cigarette smoking among college students.