Adolescents are aware of the health risks of cigarette smoking yet still they continue to smoke. This article reports on how Malaysian adolescents rationalised their smoking behaviour despite knowing its danger. In this qualitative study, 26 adolescents (23 smokers and 3 former smokers) were interviewed through 3 focus group interviews and 3 in-depth interviews. The interviews were guided by a semi-structured interview protocol and recorded using audio recorders. This study highlights that the adolescents continued to smoke despite knowing the risks of smoking. They rationalised their smoking by disengaging themselves from the risks through: (1) disregarding the immediate effects of smoking, (2) ignoring the risk information, (3) normalising the mortality risk of smoking, (4) emotionally detaching themselves from relating to the threat, (5) regarding smoking as the lesser evil than other risky behaviour, and (6) discounting the actual risks by citing the exceptional cases. In conclusion, the adolescents might have made a calculated decision after weighing the risks and benefits of smoking but they chose smoking over quitting. This study provides meaningful insights for clinicians and policy makers to understand adolescents' reasoning for smoking, which then may result in the development of better strategies for challenging the rationalisations of adolescents.