Previous studies indicate that people respond defensively to threatening health information, especially when the information challenges self-relevant goals. The authors investigated whether reduced acceptance of self-relevant health risk information is already visible in early attention allocation processes. In two experimental studies, participants were watching high- and low-threat health commercials, and at the same time had to pay attention to specific odd auditory stimuli in a sequence of frequent auditory stimuli (odd ball paradigm). The amount of attention allocation was measured by recording event-related brain potentials (i.e., P300 ERPs) and reaction times. Smokers showed larger P300 amplitudes in response to the auditory targets while watching high-threat instead of low-threat anti-smoking commercials. In contrast, non-smokers showed smaller P300 amplitudes during watching high as opposed to low threat anti-smoking commercials. In conclusion, the findings provide further neuroscientific support for the hypothesis that threatening health information causes more avoidance responses among those for whom the health threat is self-relevant.