2415 middle school students were selected to complete the Adolescent Life Events Questionnaire(ALEQ), Big Five Personality Questionnaire(NEO-FFI) and the questionnaire of Middle School Students’ Smoking Behavior. Results show stress was positively related to adolescents’ smoking, and the openness and the agreeableness of the five personality were negatively correlated with adolescents’ smoking. The agreeableness plays a moderating role in the effects of stress on adolescents’ smoking. Gender also plays a moderating role in the effects of stress on adolescents’ smoking.