Objectives: Identification of the causal impact of self-esteem on smoking stages faces seemingly insurmountable problems in observational data, where self-esteem is not manipulable by the researcher and cannot be assigned randomly. The aim of this study was to find out if weaker self-esteem in adolescence is a risk factor of cigarette smoking in a longitudinal study in Iran. Methods: In this longitudinal study, 4,853 students (14–18 years) completed a self-administered multiple-choice anonym questionnaire. The students were evaluated twice, 12 months apart. Students were matched based on coarsened exact matching on pretreatment variables, including age, gender, smoking stages at the first wave of study, socioeconomic status, general risk-taking behavior, having a smoker in the family, having a smoker friend, attitude toward smoking, and self-injury, to ensure statistically equivalent comparison groups. Self-esteem was measured using the Rosenberg 10-item questionnaire and were classified using a latent class analysis. After matching, the effect of self-esteem was evaluated using a multinomial logistic model. Results: In the causal fitted model, for adolescents with weaker self-esteem relative to those with stronger self-esteem, the relative risk for experimenters and regular smokers relative to nonsmokers would be expected to increase by a factor of 2.2 (1.9–2.6) and 2.0 (1.5–2.6), respectively. Conclusion Using a causal approach, our study indicates that low self-esteem is consistently associated with progression in cigarette smoking stages.