There is a general consensus that Internet addiction (IA) is mainly related to social aspects of the Web, especially among adolescents. The empirical link between poor social skills and IA is well documented; however, theoretical explanations for this relationship are less developed. One possibility is that people with poor social skills are especially prone to develop a preference for online social interaction (POSI), which, in turn, predicts problematic usage. This hypothesis has been tested for loneliness and social anxiety, but not for self-esteem (SE; one of the main antecedents of IA). Furthermore, the mediating role of the perceived relevance of some Internet features (e.g., anonymity) in the relationship between SE and POSI has never been investigated. A cross-sectional study was conducted with 257 adolescents. Using mediation analyses, we found evidence among females for the mediating role of (a) POSI in the relationship between SE and IA, and (b) the subjective relevance of some Internet features in the association between SE and POSI. No significant effects were found for males.