Purpose - The purpose of this paper is to investigate whether university students' smoking behaviour is associated with higher levels of stress and depression directly, or indirectly, via the mediation of coping, persol beliefs and social support. Design/methodology/approach - The study design involves a cross-sectiol survey. Structural equation modeling was employed to explore the relationships between smoking behaviour, stress and depression via the mediating effects of coping resources, persol beliefs and social support. Findings - The higher the stress and depression levels, the more likely the respondents' were to adopt disengagement coping strategies and to engage in smoking behaviour. Stress was not found to have a significant direct effect on smoking behaviour when depression, active coping abilities and social support were included as mediators in the model. Thus, if stress is high yet coping skills are also high and persol beliefs are anti-smoking, the likelihood of smoking was low. Research limitations/implications - Disengagement coping strategies significantly increased the likelihood of smoking when stress heightened depression level. However, stress did not independently increase the chance of smoking when active coping and social support were moderating the effects of depression on smoking behaviour. Persol beliefs also acted as an independent contributor to increase the likelihood of smoking when pro-smoking beliefs were held by individuals. Overall, this study suggests that persol coping strategies and persol beliefs, with social support, are important protective mechanisms through which stress and depression influence smoking behaviour. Practical implications - Health promotion programmes to encourage smoking cessation should therefore include measures to encourage young adults to adopt active coping strategies (e.g. exercise, recreatiol activities) to make interventions effective in reducing smoking rate. Origility/value - This study identifies important mechanisms that underpin smoking behaviour among university students. The results provide evidence that supports the resilience perspective that persol coping resources, persol beliefs and protective factors, such as social support, are important factors either to lead people to adopt smoking behaviour, or to decrease the likelihood of smoking.