The authors developed the Social Media Scale (SMS), a questionnaire designed to capture the different ways adolescents engage with social media, including social comparison, impression management, support-seeking, and experiences of hostility. Five aspects of social media use—social comparison, passing time, hostility from others, hostility towards others, and seeking support—were uniquely associated with depressive symptoms and together explained a substantial proportion of the variance in depression. Social comparison and using social media primarily to pass time showed the strongest links with depression. Overall, the study suggests that how adolescents use social media may be more important than the amount of time they spend online and identifies specific psychological processes that could be targeted in future interventions.