This study aimed to assess the subjective knowledge (SK) of Brazilian adolescent students about the health effects of smoking, and the association between the smoking status and their SK. A cross-sectional school-based survey was carried out. Participants were 3034 high-school students aged 13 to 19 from 13 municipalities in Midwestern Brazil. SK was assessed regarding three questions about the (1) general health effects of smoking, (2) oral health effects of smoking, and (3) health effects of secondhand smoking. For each question, SK was rated as low or high. Smoking status categories were (1) never smokers, (2) former smokers, and 3) current smokers. Poisson regression was used in the statistical analysis. Prevalence ratios (PR) and 95% confidence intervals (CI) were reported. About half of the participants had low SK about the general health effects of smoking, and most had low SK about oral health (62.9%) and second-hand effects (61.5%). Compared with smokers and former smokers, never smokers were more likely to have low SK about general (PR=1.52; 95%CI=1.25-1.85), oral (PR=1.17; 95%CI=1.03-1.32) and second-hand effects (PR=1.21; 95%CI=1.16-1.38) of smoking. In summary, adolescents tended to perceive that they had low knowledge about the effects of smoking and second-hand smoking on general and oral health. Low SK was associated with smoking status, meaning that, compared to smokers and former smokers, never smokers had the lower SK about the health effects of smoking.