Background: Davis' ("Comput Hum Behav" 17:187-195, 2001) cognitive-behavioral model of problematic Internet use (PIU) proposed and theorized that certain psychopathological characteristics present within an individual, predispose him to PIU. Objective: This study extended Davis' model in hypothesizing that social anxiety mediates in a multi-mediational relationship between two psychological variables (loneliness and shyness) and PIU. Methods: 681 adolescents (49.6% male, 50. % female) between 14 and 15 years of age, participated in this study. Data were collected using the Social Reticence Scale, the revised UCLA Loneliness scale, Social Anxiety Scale for Adolescents and the Generalized PIU scale. The statistical approach of structural equation modeling was used to analyse the data collected. Results: Results obtained revealed support for a model in which social anxiety fully mediated the relationship between the psychological variables of shyness and loneliness and PIU. Conclusions: In addition to supporting Davis' ("Comput Hum Behav" 17:187-195, 2001) theoretical model that certain psychopathological characteristics present within an individual predisposes him to PIU, this study extended the theory in demonstrating that social anxiety mediates between loneliness/shyness and PIU.