Did you know that there may be a correlation between gender, smoking & self-harm? Researchers at Bristol University found a link when they looked at differences in risk factors for Self-harm (With & Without Suicidal Intent) from their findings from the Avon Longitudinal Study of Parents and Children (ALSPAC).
https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4160300/
Smoking is a behaviour which causes serious damage to the body. For female adolescents, smoking may highlight increased risks for self-harm, including self-harm with suicidal intent. In clinical health settings, adolescent self-harm is on a risk spectrum that includes suicide.
This means you might talk with an adolescent who smokes being mindful of what they could be experiencing. Perhaps you might think of ways you can help, the first step being to create a trusting, non-judgemental relationship with them.