This cross-sectional study explored the impact of stress, social anxiety, and social class on Internet addiction among adolescents. The subjects—1,634 middle school students—were investigated using the Chinese Perceived Stress Scale (CPSS), the Social Anxiety Scale for Adolescents (SAS-A) Chinese Short Form, the Chinese Internet Addiction Scale (CIAS), and the Questionnaire of Family Social-economic Status. The results show that 12% of the adolescents investigated showed signs of Internet addiction. With the increase of grade, the tendency of Internet addiction and the number of addicts gradually increased. It also showed that Internet addiction is positively correlated with stress and social anxiety and negatively correlated with social class. Social anxiety partially mediates the impact of stress on Internet addiction and social class indirectly influences Internet addiction by moderating the relationship between stress and social anxiety. In conclusion, there is a mediated-moderation effect between stress and adolescent Internet addiction This means that adolescents from different social classes have different types of anxiety when they feel the stress, which influences their choices concerning internet use.