This review article discusses the theoretical principles of social cognitive learning theory and children's risk-taking behavior of cigarette smoking, along with preventive initiatives. Social cognitive learning theorists examine the behavior of initiating and sustained smoking using a social systems approach. The authors discuss the reciprocal determinism aspect of the theory as applied to the importance of individual factors, and environment and behavioral interactions that influence smoking behavior. Included is the concept of vicarious capability that suggests that smoking behavior is determined in response to and interaction with feedback provided by the environment. The principle of self-regulatory capability asserts that people have control over their own behavior and thus that behavior change is possible. The principle of self-efficacy proposes that high level of self-efficacy of an individual may decrease the behavior of attempting to or continuing to smoke. Examples of initiatives to be undertaken in order to prevent smoking in accordance with social cognitive learning theory are presented at the end of each principle.