OBJECTIVES: This study examines the associations of Internet addiction with social anxiety, depression, and psychosocial well-being among Asian adolescents. A self-medication model conceptualizing Internet addiction as a mediating role in relating depression and social anxiety to negative psychosocial well-being was tested. STUDY DESIGN: A cross-sectional survey. METHODS: In the Asian Adolescent Risk Behavior Survey (AARBS), 5366 adolescents aged 12-18 years from six Asian countries (China, Hong Kong, Japan, South Korea, Malaysia, and Philippines) completed a questionnaire with items of the Internet Addiction Test (IAT), Social Anxiety Scale for Adolescents (SAS-A), Center for Epidemiological Studies Depression Scale (CESD), Self-Rated Health of the Nation Outcome Scales for Children and Adolescents (HoNOSCA-SR) in the 2012-2013 school year. Structural equation modelling was used to examine the mediating role of Internet addiction in depression, social anxiety, and subjective psychosocial well-being. RESULTS: Significant differences on the scores of IAT, SAS-A, CESD, and HoNOSCA-SR across the six countries were found. The proposed self-medication model of Internet addiction received satisfactory goodness-of-fit with data of all countries. After the path from social anxiety to Internet addiction had been discarded in the revised model, there was a significant improvement of the goodness-of-fit in the models for Japan, South Korea, and the Philippines. CONCLUSIONS: Depression and social anxiety reciprocally influenced, whereas depression associated with poorer psychosocial well-being directly and indirectly through Internet addiction in all six countries. Internet addiction mediated the association between social anxiety and poor psychosocial well-being in China, Hong Kong, and Malaysia.