This research was designed to explore the relationship between social interaction anxiety, social isolation, self-efficacy, and depression in men and women using different social networking sites. The study also explored social interaction anxiety as a predictor of social isolation, self-efficacy, and depression in social network users. A sample of 275 social network users (men = 136, women = 139) was employed from public and private sector universities of Lahore and Khyber Pakhtun Khwa (KPK), Pakistan by using a purposive sampling technique. Social Interaction Anxiety Scale, Social Isolation Scale, Generalized Self-Efficacy Scale, and Beck Depression Inventory were used to assess the study variables. Results showed that social interaction anxiety has a significant positive association with social isolation and depression, and a negative association with self-efficacy in men and women using social networking sites (p < .01). Further, multiple regression analysis showed that social interaction anxiety was found to be a significant positive predictor of social isolation and depression. Social interaction anxiety was found to be a negative predictor of self-efficacy among men and women using social networking sites. Some demographic variables such as physical activity, hours of using different social networking sites, and self-reported quality of sleep turned out to be significant predictors of social interaction anxiety, social isolation, self-efficacy, and depression among young adults using social networking sites. Furthermore, gender differences were significant across all the variables. The current findings have practical implications for social networking users, teachers, parents, researchers, policymakers, and information technology professionals.