The aim of this study was to examine the relationship between different screen time (ST)-related behaviors and mental health conditions such as depression, anxiety, and stress. In addition, this study aimed to determine the moderating role of socioeconomic status (SES). This was a cross-sectional study and included data from 620 adolescents, aged 12-17 years, from the Valle de Ricote, Region of Murcia, Spain. Mental health was assessed using the Depression, Anxiety, and Stress Scale (DASS-21). Overall ST, mobile phone use, social network use, and messaging application use were measured using validated questionnaires. SES was assessed using the Family Affluence Scale-III. The results indicated that overall ST was significantly associated with symptoms of depression at the mean SES (unstandardized beta coefficient [B] = 0.005, p = 0.023) and 1 standard deviation (SD) below the mean (B = 0.007, p = 0.011), and with stress only 1 SD below the mean (B = 0.006, p = 0.011). No significant associations were found for anxiety and stress across all socioeconomic levels. Mobile phone use exhibited a strong positive association with symptoms of depression (B = 0.891, p < 0.001), anxiety (B = 0.530, p = 0.014), and stress (B = 0.790, p < 0.001) at 1 SD below the mean SES. Similar patterns were observed for mean SES, albeit with slightly weaker associations. Conversely, social network use was positively associated with all three DASS-21 scales, particularly at 1 SD below the mean SES, with the strongest associations found for symptoms of depression (B = 0.327, p < 0.001), anxiety (B = 0.325, p < 0.001), and stress (B = 0.318, p < 0.001). Furthermore, messaging application use did not show significant associations with symptoms of depression, anxiety, or stress across any SES levels. In conclusion, social inequalities may influence the associations between various ST-related behavior and symptoms of depression, anxiety, and stress among adolescents. These findings may have implications for the design of effective interventions to improve symptoms of depression, anxiety, and stress in this population.