Abstract We present the results of the χ2 minimization model fitting technique applied to optical and near-infrared photometric and radial velocity data for a sample of nine fundamental and three first overtone classical Cepheids in the Small Magellanic Cloud (SMC). The near-infrared photometry (JK filters) was obtained by the European Southern Observatory (ESO) public survey ‘VISTA near-infrared Y, J, K s survey of the Magellanic Clouds system’ (VMC). For each pulsator, isoperiodic model sequences have been computed by adopting a non-linear convective hydrodynamical code in order to reproduce the multifilter light and (when available) radial velocity curve amplitudes and morphological details. The inferred individual distances provide an intrinsic mean value for the SMC distance modulus of 19.01 mag and a standard deviation of 0.08 mag, in agreement with the literature. Moreover, the intrinsic masses and luminosities of the best-fitting model show that all these pulsators are brighter than the canonical evolutionary mass–luminosity relation (MLR), suggesting a significant efficiency of core overshooting and/or mass-loss. Assuming that the inferred deviation from the canonical MLR is only due to mass-loss, we derive the expected distribution of percentage mass-loss as a function of both the pulsation period and the canonical stellar mass. Finally, a good agreement is found between the predicted mean radii and current period–radius (PR) relations in the SMC available in the literature. The results of this investigation support the predictive capabilities of the adopted theoretical scenario and pave the way for the application to other extensive data bases at various chemical compositions, including the VMC Large Magellanic Cloud pulsators and Galactic Cepheids with Gaia parallaxes.