An individual’s beliefs in their perceived risk and ability to resist smoking have been found to be associated with smoking behavior. The current study explores the effects of confidence in one’s ability to avoid smoking, measured by avoidance beliefs, on the relationship between perceived risks of smoking and behavior. This analysis was done using 2016 baseline data collected among 4057 participants aged 18–24 for the evaluation of a large-scale public education campaign in the U.S. aimed at reducing tobacco use among sexual and gender minority young adults. The analytic sample included roughly 3493 participants per analysis. Analyses used the following measures: (1) perceived risks of smoking (e.g., smoking cigarettes will shorten my life); (2) confidence to avoid smoking in various situations (i.e., avoidance beliefs), and (3) past 30-day cigarette smoking. Binary logistic regression models with interaction analyses assessed the relationship between perceived risks of smoking and past 30-day smoking behavior using the interaction term of avoidance beliefs. An interaction between perceived risks of smoking and avoidance behaviors interaction emerged, such that the negative relationship between perceived risks of smoking and smoking behavior was stronger for those who believed that they could avoid smoking in various situations. This suggests that the relationship between perceived risk and smoking behavior can be bolstered if one’s beliefs about their ability to avoid smoking are strong. Campaigns that build smoking avoidance confidence may enhance the effects of tobacco outcome expectations-related messaging on smoking.