<p><b>OBJECTIVES: </b>We assessed risk of cigarette smoking initiation among Hispanics/Latinos during adolescence by migration status and gender.</p><p><b>METHODS: </b>The Hispanic Community Health Study/Study of Latinos (HCHS/SOL) surveyed persons aged 18 to 74 years in 2008 to 2011. Our cohort analysis (n = 2801 US-born, 13 200 non-US-born) reconstructed participants' adolescence from 10 to 18 years of age. We assessed the association between migration status and length of US residence and risk of cigarette smoking initiation during adolescence, along with effects of gender and Hispanic/Latino background.</p><p><b>RESULTS: </b>Among individuals who migrated by 18 years of age, median age and year of arrival were 13 years and 1980, respectively. Among women, but not men, risk of smoking initiation during adolescence was higher among the US-born (hazard ratio [HR] = 2.10; 95% confidence interval [CI] = 1.73, 2.57; P < .001), and those who had resided in the United States for 2 or more years (HR = 1.47; 95% CI = 1.11, 1.96; P = .01) than among persons who lived outside the United States.</p><p><b>CONCLUSIONS: </b>Research examining why some adolescents begin smoking after moving to the United States could inform targeted interventions.</p>