Higher rates of smoking initiation and continuation by female compared with male adolescents, as found in many developed countries, may call for gender-specific prevention programs. Risk factors of smoking initiation and continuation were examined prospectively (1997–2002) among 3205 Dutch elementary schoolchildren (mean age 11.64) in an intervention trial using written questionnaires and multilevel logistic regression. At baseline, smoking prevalence was lower among girls than among boys; at follow-up, smoking initiation was lower among girls than among boys. Concerning smoking initiation, girls and boys shared the following risk factors: age, modeling from parents and siblings (‘modeling nuclear’), modeling from other members in the social circle (‘modeling diffuse’) and perceived pro-tobacco pressure to smoke. The only gender-specific predictor of smoking initiation was parent origin; girls with non-Dutch parents could be targeted for prevention programs. Concerning continuation, girls and boys shared the following risk factors: older age, more modeling nuclear and diffuse, fewer smoking disadvantages and lower self-efficacy to refrain from smoking. This study confirms that social modeling, smoking attitude and self-efficacy information to refrain from smoking deserve a prominent place in smoking prevention programs for schoolchildren. Besides booster sessions, family-directed programs are suggested. No gender-specific predictors of later smoking initiation were found, apart from parent origin, which is not amenable to intervention.