Personality traits are known to be relatively stable predictors of behavior. This study investigated whether the personality traits conscientiousness and neuroticism are related to European adolescents’ intentions to quit vaping, and whether self-efficacy mediates this relationship. It was hypothesized that conscientiousness would predict higher quitting intentions through higher self-efficacy, while neuroticism would predict lower quitting intentions through lower self-efficacy. The data from a cross-sectional online survey (n = 544) was used to perform the mediation analyses in PROCESS. Results showed that both personality traits significantly predicted self-efficacy in the expected directions. However, neither trait was associated with quitting intentions, and no mediation effects were found. Exploratory analysis showed that among frequent vapers, conscientiousness did predict higher quitting intentions. This study showed that while personality traits influence self-efficacy, they do not predict vaping cessation intentions among the general European youth, but conscientiousness seems to be a determinant in frequent users.