Research has yet to examine how physical activity, body mass index (BMI) and concerns about weight among youth populations are associated with susceptibility to smoking among never smokers. The Physical Activity Module of the School Health Action, Planning and Evaluation System (SHAPES) was completed by 25,060 students in grades 9 to 12 within 76 secondary schools in Ontario (Canada) to examine how being overweight, weight concerns, and physical activity are associated with susceptibility to smoking in a large sample of youth. Among the 14,795 students who were never smokers, 3,809 (25.8%) were classified as susceptible to future smoking and 10,986 (74.2%) were classified as non-susceptible to future smoking. Smoking susceptibility was negatively associated with being highly active or at risk of overweight and positively associated with perceptions of being slightly overweight or slightly underweight. Students who report 1 or more hours of screen or phone time per day were also more likely to be susceptible. This is the first study to identify that susceptibility to future smoking among never smokers is associated with physical activity, overweight and concerns about weight. This is valuable new insight for tailoring and targeting future school-based tobacco control and/or physical activity programming to youth populations.