With vaping rates having risen sharply among European adolescents and young adults—alongside increasing evidence of its harmful effects—understanding the psychological drivers of cessation intentions has become increasingly urgent. This study investigated how health beliefs and self-efficacy related to intentions to quit vaping in a European youth population. Using a cross-sectional design, mediation analyses were conducted to test whether self-efficacy mediated the relationship between health beliefs and quit intentions. Results showed that negative health beliefs were positively associated with stronger intentions to quit, while positive health beliefs—such as viewing vaping as less harmful—were linked to lower quit intentions. However, self-efficacy did not significantly mediate these relationships. Exploratory analyses revealed that vaping frequency and past failed quit attempts were more strongly associated with self-efficacy and intentions to quit than health beliefs alone. These findings suggested that vaping cessation interventions may benefit more from addressing misperceptions about the benefits of vaping and enhancing perceived risk, rather than focusing solely on self-efficacy. Targeting behavioral patterns—such as frequency of use and prior quit experiences—may be essential in developing more effective, youth-centered prevention strategies.