In this study, direct and indirect effects of self-esteem, daily internet use and social media addiction to depression levels of adolescents have been investigated by testing a model. This descriptive study was conducted with 1130 students aged between 12 and 18 who are enrolled at different schools in southern region of Aegean. In order to collect data, "Children's Depression Inventory", "Rosenberg Self-esteem Scale" and "Social Media Addiction Scale" have been used. In order to test the hypotheses Pearson's correlation and structural equation modeling were performed. The findings revealed that self-esteem and social media addiction predict 20% of the daily internet use. Furthermore, while depression was associated with self-esteem and daily internet use directly, social media addiction was affecting depression indirectly. Tested model was able to predict 28% of the depression among adolescents.