Background: Screen-based media overuse has been related to harmful consequences especially among children and adolescents. Given their complex interrelationships, predictors of screen time (ST) should be analyzed simultaneously rather than individually to avoid incomplete conclusions. Methods: Structural equation models were conducted to examine associations between media ST (television, video games, and computers) along with harmful consequences in adolescents’ well-being, such as underweight and overweight, depression, and school failure. Predictors included individual (gender, age, and physical activity), family (structure and socioeconomic background), and substance use variables. We used the Health Behaviour in School-aged Children survey organized in 2014, including eighth- and ninth-grade students living in France (N = 3720). Results: Students reported spending 3 hours per day in front of each media. Spending more than 2 hours behind each of those 3 media was associated with lower life satisfaction, less physical activity, active school bullying, and grade repetition. Socioeconomic status was the most important predictor of ST, whereas regular substance uses showed modest associations. Conclusion: The main implication of our findings is to sensitize parents and stakeholders about the limitation of ST, including their own use that adolescents are likely to mimic. Alternative measures such as off-line time should be encouraged.