45% of American teens report being online nearly constantly, including using social media (SM) sites (Anderson et al., 2018). Frequent SM use has been positively associated with anxiety, depression (Woods et al., 2016) and substance use (Vannucci et al., 2017) problems. One potential salient predictor is receiving negative feedback on SM. Our study explored the association between negative feedback on SM and three dimensions of self-reported psychopathology among 2,497 adolescents. We hypothesized that the frequency of negative feedback received would be positively associated with anxiety, depression, and substance use. We also explored sex as a moderator, where stronger associations for negative feedback with depression would be observed for girls and with substance use for boys. Using linear regression, the frequency of negative feedback received on SM significantly and positively predicted anxiety, depression, and substance use. Gender moderated the relationship for substance use; as negative feedback increased, so did substance use symptoms at a steeper rate for females than males. These findings expand our knowledge of how SM may be associated with adolescent development.