Theories of health psychology developed to explain adults' rational decision making were applied to 10-year-old children (n = 112), who had not reached the stage of formal operational thought; 15-year-olds (n = 67); and 20-year-olds (n = 93), extending the protection motivation theory developed by R. W. Rogers (1983). Among the adolescents and young adults, the threat appeals worked only if people believed they could cope effectively with the danger; if they believed they could not cope, higher levels of the threat resulted in decreased intentions to refrain from tobacco use. Although children elaborated and integrated the information about threat severity, personal vulnerability, and response efficacy, the fragility and malleability of the children's beliefs in self-efficacy demonstrated the importance of adding a developmental perspective to theories of preventive health psychology.