Objective: To explore the relationship between physical exercise and smoking behavior in adolescents aged 16-18,and to provide reference for promoting tobacco control among teenagers. Methods: A total of 1 057 adolescents who took part in the 2018 China Family Panel Studies (CFPS 2018) were investigated for smoking and physical exercise. The Chi square test, Mann Whitney U test, Pearson correlation analysis and Logistic regression analysis were performed to explore the relationship between adolescent physical exercise and smoking behavior. Results: There were 104 (9.8%) smokers among the adolescents. The age at starting smoking was (14.21±2.68) years old and the age of quitting smoking was (14.41±2.72) years old. Age ( χ 2=7.23), gender ( χ 2=83.01), school status ( χ 2=107.12), physical exercise ( Z =-2.20), subjective well being ( Z =-2.20) and life satisfaction ( Z =-2.93) were associated with adolescent smoking( P <0.05). Physical exercise was negatively correlated with adolescent smoking ( OR =0.92, P =0.03). After controlling demographic and psychosocial and cognitive variables, the negative correlation was not statistically significant ( OR =0.93, P =0.08). Further analysis showed that physical exercise was negatively correlated with boys smoking ( OR=0.91, P =0.04), but it was not statistically correlated with girls smoking ( OR=1.12, P =0.20). Conclusion Physical exercise is associated with lower rate of smoking among adolescents aged 16-18, but no similar association is found in girls.The findings warrants further longitudinal study.