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Objective: Our aim was to assess the potential relationships among happiness, physical activity, and smoking initiation among undergraduate medical students in Saudi Arabia., Methods: We performed a cross-sectional study of randomly selected first- to fifth-year undergraduate medical students. Smoking initiation was defined as "ever trying smoking a cigarette, waterpipe, cigar/cigarillo, or other type of tobacco, even one or 2 puffs." The short scale Oxford Happiness Questionnaire was used to assess each student's happiness. Multivariate logistic regression analysis was performed., Results: Of the 406 students surveyed (208 boys, 198 girls), 86 (21.1%) had initiated smoking. We found an interaction between physical activity (PA) and happiness on smoking initiation (p-interaction = .012). Among boys with low levels of PA, lower levels of happiness were associated with a greater likelihood of smoking initiation (OR = 5.8, 95%CI = 1.9 - 17.5). Also, high levels of PA increased the chance of smoking initiation among male students with high levels of happiness (OR = 5.6, 95%CI = 2.1 - 14.5)., Conclusion: Our results suggest that young men with low levels of happiness and low levels of PA, as well as high levels of PA and high levels of happiness, may be targeted as a priority population in tobacco control intervention programs.