Objective: This study investigates the pathways linking socioeconomic status (SES), trauma, early puberty, and tobacco use, with a focus on how these relationships differ by sex. Using data from the Adolescent Brain Cognitive Development (ABCD) study, we explore how SES and race contribute to trauma exposure, which in turn may influence early puberty and tobacco use. The study also examines potential mediating effects of trauma and early puberty on the association between SES and tobacco use, while comparing these pathways for males and females. Methods: Data were drawn from the ABCD study, and structural equation modeling (SEM) was employed to test direct and indirect pathways between SES, trauma, early puberty, and tobacco use. The sample was stratified by sex to assess differences in these relationships for males and females. Key predictors included SES, race, and age, while outcomes were trauma, early puberty, and tobacco use. The model assessed mediating effects of trauma and early puberty on tobacco use. Results: Trauma was a significant predictor of early puberty for females (B = 0.032, SE = 0.015, p = 0.039) but not males. Early puberty was significantly linked to tobacco use for females (B = 0.048, SE = 0.015, p = 0.001) but not for males. Additionally, trauma had an effect on tobacco use among females (B = 0.048, SE = 0.014, p < 0.001) but not males. Lower SES was significantly associated with higher trauma exposure for both males (B = -0.109, SE = 0.014, p < 0.001) and females (B = -0.110, SE = 0.015, p < 0.001). Conclusions: The findings suggest that trauma and early puberty play more significant roles in the pathways from SES to tobacco use for females than for males. While trauma and early puberty are crucial mediators for females, these factors are less predictive for males. These results highlight the importance of sex-specific interventions targeting trauma and early puberty as pathways to early tobacco use.