Depression, anxiety, and smoking are associated with lower bone mineral density (BMD) in adults, but these factors have not previously been studied during adolescence, when more than 50% of bone accrual occurs. This longitudinal preliminary study is the first to demonstrate that smoking and depressive symptoms in adolescent girls have a negative impact on adolescent bone accrual and may become a red flag for a future constrained by low bone mass or osteoporosis and higher fracture rates in postmenopausal years.