<p>Depression is a growing mental health concern among adolescents, with internet exposure identified as a significant risk factor. However, there is limited research on how demographic factors, such as gender and weight status, moderate the relationship between internet exposure and depression. This study investigates the impact of internet exposure on adolescent depression, focusing on the mediating roles of appearance and body anxiety. It also explores how these effects vary across different gender and weight groups. Data were collected from a cross-sectional survey of 12,695 secondary school students (ages 10–24) in a city in Zhejiang province, China. The analysis revealed a direct positive association between internet exposure and depression, with appearance and body anxiety partially mediating this relationship. Findings showed that the direct and indirect effects of internet exposure on depression varied significantly across four subgroups based on gender and weight status. Overweight girls, in particular, were more vulnerable to negative online influences. These findings highlight the importance of considering demographic heterogeneity when examining the psychological consequences of internet exposure. The study underscores the need for interventions that address the mental health risks associated with digital media exposure, focusing on promoting body positivity, media literacy, and emotional resilience among adolescents.</p>