But strangely, not many of the girls who smoke thought it helps them stay thin.
The people at Boston University that did the research reckon that girls probably feel pressurised by their mates to start the habit.
They now want to try and change girl's ideas about being thin to stop others from taking it up as well.
Girls under pressure from ads
More 15-year-old girls smoke in Britain than boys.
A charity, Action on Addiction, said a lot of pressure is put on women and girls to conform to what's thought to be perfect.
It said: "Girls who think that smoking will improve their appearance are sadly mistaken."