Background: Smoking and poor mental health in youth represent important public health priorities. This study aimed to (i) compare tobacco-related behaviors and mental health in two educational settings with high smoking rates: vocational education and training (VET) schools and preparatory basic education (PBE) schools, and (ii) examine associations between smoking at school start and mental health 5 months later. Methods: Data were obtained from baseline ( N = 1843) and follow-up ( N = 1039) assessments conducted as part of a school-based trial in two rounds (baseline in August 2018 and August 2019). Students’ characteristics were presented by adjusted prevalences. Logistic regression analyses assessed associations between smoking and measures of mental health: school-related well-being, overall loneliness, and stress. Results: More PBE students than VET students reported daily smoking (40% vs. 27%), nicotine dependence, perceived benefits of smoking (e.g., stress reduction: 41% vs. 33%), low smoking-related self-efficacy (e.g., ability to resist smoking if offered by a friend: 20% vs. 32%), school-related loneliness, and low school connectedness (25% vs. 11%). Daily smokers at VET and PBE schools had lower odds of school-related loneliness (AOR = 0.51, 95% CI: 0.35–0.74) and higher odds of stress (AOR = 2.75, 95% CI: 2.00–3.80). Smoking was associated with better classmate relations in VET schools but not in PBE schools. Conclusions: Our study suggested that students in PBE schools constitute a more vulnerable group in terms of smoking and mental health compared with students in VET schools. Smoking seemed to prevent loneliness in school but was associated with heightened stress levels.
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