People tend to spend more time in front of their screens, which can have repercussions on their social life, physical and mental health. This topic has mainly been studied in adolescents. Therefore, our study tested associations between the use of video games, social media and online dating leading to sexual relations (ODLSR), and symptoms of anxiety and/or depression among adults aged 25 and over. Data from the 2018 TEMPO cohort study were analyzed (n = 853, 65.0% women, aged 25–44, with an average of 37.4 ± 3.7 years). The exposure variables were as follows: (a) the frequency of video game use, (b) time spent on social media and (c) ODLSR. Data were analyzed using multivariate logistic regression models, adjusted for participants’ sociodemographic characteristics as well as history of mental health problems. Among the participants, 8.6% presented symptoms of anxiety and/or depression. An association between ODLSR and symptoms of anxiety and/or depression was found, especially among women. The results of this study will facilitate the improvement of support and care for adults, especially those with symptoms of anxiety and/or depression using dating applications. Future studies should investigate the determinants of using online meeting websites and their relationship with the occurrence of psychological difficulties in longitudinal studies to establish causality.