This study purpose was to investigate sex differences in multilevel factors associated with smoking experimentation and age of initiation among Korean adolescents. Based on the ecological model, this cross-sectional study used data from the 2016 Korea Youth Risk Behavior Web-Based Survey (N = 65,528). Among 33,803 males (51.6%) and 31,725 females (48.4%), a greater proportion of males (21.9%) than females (7.1%) engaged in smoking experimentation. Males started smoking earlier than females (males: 12.7 years, females: 12.9 years, respectively, p <0.05). In both sex groups, common factors associated with smoking were age, depression, suicidal ideation, academic achievement, household economic status, and having friends smoking and a specific person to talk with about their personal concern (all p values <0.05). There were significant sex differences in psychological, family, and school factors of smoking initiation and experimentation. It is necessary to develop smoking interventions considering both individual and environmental factors with sex-specific strategies.