Abstract Smoking usually begins in adolescence, and early onset of smoking has been linked to increased risk of later life disease. There is a need to better understand the biological impact of cigarette smoking behaviours in adolescence. DNA methylation profiles related to smoking behaviours and cessation in adulthood have been previously identified, but alterations arising from smoking initiation have not been thoroughly investigated. We aimed to investigate DNA methylation in the Avon Longitudinal Study of Parents and Children in relation to (1) different smoking measures, (2) time since smoking initiation and frequency of smoke exposure and (3) latent classes of smoking behaviour. Using 2620 CpG sites previously associated with cigarette smoking, we investigated DNA methylation change in relation to own smoking measures, smoke exposure duration and frequency, and using longitudinal latent class analysis of different smoking behaviour patterns in 968 adolescents. Eleven CpG sites located in seven gene regions were differentially methylated in relation to smoking in adolescence. While only AHRR (cg05575921) showed a robust pattern of methylation in relation to weekly smoking, several CpGs showed differences in methylation among individuals who had tried smoking compared with non-smokers. In relation to smoke exposure duration and frequency, cg05575921 showed a strong dose–response relationship, while there was evidence for more immediate methylation change at other sites. Our findings illustrate the impact of cigarette smoking behaviours on DNA methylation at some smoking-responsive CpG sites, even among individuals with a short smoking history.