<p>The use of mobile phone and social media has become a global and unstoppable phenomenon, especially among adolescents, largely due to the ease of access to numerous applications that facilitate communication and social interaction via the Internet. This study examines the relationship between problematic mobile phone and social media use, cyberbullying, and social anxiety in a representative sample of secondary school adolescents. A total of 1164 students with an age range of 12 to 18 years (<i>M</i> = 14.56; <i>SD</i> = 1.4) completed a battery of self-report measures to assess problematic mobile phone and social media use and social anxiety. The results indicate that students with high problematic use of mobile phone and social media have significantly higher levels of cyberbullying and social anxiety compared to those with low and medium problematic use. Furthermore, logistic regression analyses showed that cyberbullying, cybervictimisation and social anxiety, specifically, fear of negative evaluation were significant predictors of problematic mobile phone and social media use, indicating a higher probability of dependence as levels of cybervictimisation and social anxiety increase. Furthermore, women are more likely than men to experience PMPU and PSMU. The results suggest the need to implement interventions aimed at improving emotional management and reducing problematic behaviours related to technology use.</p>