Background The human papillomavirus (HPV) is responsible for 99.7% of cervix cancers worldwide. As this is a preventable and treatable cancer, if diagnosed early, it is important to explore not only young women’s related knowledge, but also their intentions for prevention activities, through a theoretical perspective. Objective To investigate the role of the Health Belief Model (HBM) and the Health Locus of Control theory (HLC) (social cognitive models) to act as potentially influencing factors for the prevention intentions among lyceum female students. Methods This cross-sectional study took place from January to May 2014, among 1129 female students, who attended lyceums in six islands of the Cyclades Region, Greece. Students filled-in a self-complementary questionnaire, after the necessary approval was provided by the relevant authorities. Results Intention to take the Pap smear was determined by student’s level of knowledge (p < 0.001) about Pap smears, their age (p = 0.004), HPV susceptibility (p < 0.001), subjective obstacles of taking the Pap smear (p < 0.001) and subjective benefits of the Pap smear (p < 0.001). The vaccination intention against HPV was influenced by the subjective benefit from vaccination (p < 0.001) and the level of knowledge of the vaccine (p < 0.001). Conclusions Knowledge, age and HBM variables were significantly associated with students’ intention for vaccination and screening on HPV. The study demonstrates the importance of raising awareness through specific education programmes in schools and theory-based tailored health programmes on HPV aspects (transmission, prevention, treatment) to increase the intention for prevention.