Background. We investigated the genetic and environmental contributions to covariation between smoking age-at-onset, cigarette consumption and smoking persistence. Method. Multivariate biometrical modelling methods were applied to questionnaire data from Australian twins and their siblings (14 472 individuals from 6247 families). The contributions of genetic and environmental factors to covariation between the three traits were estimated, allowing for sex differences in both trait prevalence and the magnitude of genetic and environmental effects. Results. All traits were moderately heritable in males and females (estimates between 0.40 and 0.62), but there were sex differences in the extent to which additive genetic influences were shared across traits. Twin-specific environmental factors accounted for a substantial proportion of the variance in smoking age-at-onset in females (0.19) and males (0.12), but had little influence (<0.08) on other traits. Unique environmental factors were estimated to have a moderate influence on smoking age-at-onset (0.17 for females, 0.19 for males), but a stronger influence on other traits (between 0.39 and 0.49). Conclusions. These results provide some insight into observed sex differences in smoking behaviour, and suggest that searching for pleiotropic genes may prove fruitful. However, further work on phenotypic definitions of smoking behaviour, particularly persistence, is warranted.