Smoking poses a significant threat to adolescent health because of its immediate and long-term detrimental health effects. Smoking refusal self-efficacy predicts smoking behavior in adolescence. In adolescents’ health education, digital interventions are potential tools to support smoking refusal self-efficacy. The aim of this two-arm cluster randomized controlled trial was to evaluate the effectiveness of a digital health game intervention compared with a no-intervention control group on smoking refusal self-efficacy in 10- to 13-year-old Finnish early adolescents. The early adolescents (n = 781) were randomized to the control group (n = 394) and the health game intervention group (n = 387). Smoking refusal self-efficacy, sources of smoking and snus refusal self-efficacy, and motivation to decline smoking and snus use in the future were measured at baseline, 2-week postintervention, and 3-month follow-up. Data were analyzed using linear mixed model and Wilcoxon rank-based test for clustered data. According to the results, the intervention group made improvements in sources of smoking and snus refusal self-efficacy between baseline and postintervention, and in sources of snus refusal self-efficacy between baseline and follow-up, compared with the control group. The intervention group showed improvements in smoking refusal self-efficacy among 12-year-olds between baseline and follow-up, and postintervention and follow-up compared with the control group. Similar improvements were also found among those with a smoking friend or a smoking parent between postintervention and follow-up. The results were promising for the use of digital health game interventions to promote early adolescent smoking refusal self-efficacy and preventing smoking experimentation. Further research can evaluate the long-term effects for adolescents.