Background: Internet use is significant public health issue and can be a risk factor for other addictive behaviors, such as smoking. The present study examined the association between problematic Internet use (PIU) (i.e., Internet addiction (IA) and social networking addiction (SNA)) and smoking, and the mediating role of depressive symptomatology and family support played in such associations. Methods: A cross-sectional study was conducted among 5182 junior secondary students (grade 7 and 8) recruited from nine schools using stratified sampling. Results: A total of 3.6% of students had smoked in the past month, and 6.4% of students were identified as IA cases. Adjusted for significant background variables, PIU (ORa = 2.07, 95% CI = 1.48, 2.90 for IA, ORa = 1.26, 95% CI = 1.09, 1.47 for SNA), and probable depression (ORa = 1.33, 95% CI = 1.05, 1.69) were significant risk factors, while family support (ORa = 0.85, 95% CI = 0.77, 0.94) was a significant protective factor of smoking. The mediation effects of lower family support and probable depression on the association between score on IA scale and smoking, and the mediation effect of lower family support on the association between score on SNA scale and smoking were significant, while the mediation effect of probable depression on the association between score on SNA scale and smoking was marginally significant. Conclusions: PIU contributed to an increased risk of smoking through depressive symptomatology and decreasing family support among junior school students. Interventions to reduce smoking are warranted; they should seek to reduce problematic Internet use and depressive symptomatology, and promote family support.