In this study, we investigated which SNPs across the whole genome contribute to the speed of transition between different stages of smoking behavior by performing time‐to‐event analyses within a large Finnish twin family cohort (N = 1962). We tracked and elaborately recorded smoking history by detailed interviews. We adopted time‐to‐event random effects models to examine the rate at which the smokers proceed to the next stage, and incorporated a kinship matrix to account for the family structure. Specifically, we tested whether genetic variants are associated with a younger age at smoking initiation, speed of transition to daily smoking (dichotomized into rapid vs. slow progression), speed of transition from daily smoking to the period of heaviest smoking, and earlier quitting from smoking. When performing association analyses, we considered plausible intermediate traits as covariates. We then investigated whether the independent variable, that is, a SNP, affects the outcome independently or influences the mediators, which in turn affects the outcome.