Background <p>Studies that jointly examine the specific symptoms of problematic gaming and problematic social media use with comparable conceptualizations and link them to adolescent psychological well-being remain scarce.</p> Methods <p>This study addresses this gap with an effective representative sample of <i>n</i> = 33,586 adolescents aged 11–15 years across 10 European countries, collected in the 2021-22 Health Behaviour in School-aged Children (HBSC) survey. A network approach was applied to data about problematic media use (i.e., Internet Gaming Disorder Scale, Social Media Disorder Scale) and psychological well-being (i.e., WHO-5 Well-being Index, Multiple Health Complaints Scale, and Loneliness).</p> Results <p>In gaming and social media, either separately or together, escapism was both the most common and the key bridge symptom: it was connected to loneliness in both genders and to overall well-being and nervousness in girls. Behavioral symptoms that reflect negative consequences of use (i.e., conflict, deception, and problems with others) were strongly related across gaming and social media, suggesting that they reflect a general condition rather than a behavior linked to a specific media use.</p> Conclusions <p>The findings highlight the central role of escapism in the interplay between adolescent problematic media use and psychological well-being, with some gender-specific differences. Symptom-level focus can guide prevention and intervention strategies. It can also prompt further research to move beyond aggregated symptom scores to better capture the heterogeneity of problematic media use as well as how specifically relevant the symptoms are for the two problematic behaviors in relation to psychological well-being.</p>