The present study evaluated the psychometric properties of four instruments related to internet use, namely the Bergen Social Media Addiction Scale (BSMAS), Smartphone Application-Based Addiction Scale (SABAS), (nine-item) Internet Gaming Disorder Scale Short Form (IGDS9-SF), and Nomophobia Questionnaire (NMPQ) as well as their associations with psychological distress among Malaysian university students. A total of 380 Malaysian university students (71.6% females, mean age 24.0 years) were recruited through convenience sampling and completed an online survey including questions concerning socio-demographic background, social media addiction, smartphone addiction, internet gaming disorder, and nomophobia. Confirmatory factor analysis and Rasch analysis were applied to evaluate the psychometric properties of the instruments and Cronbach’s alpha value and McDonald’s omega value were used to confirm the internal consistency reliability of the instruments. The unidimensional structure was confirmed for the BSMAS, SABAS, and IGDS9-SF while the four-factor structure was confirmed for NMPQ. All instruments showed good internal consistency reliability. Promising validity and reliability were confirmed for BSMAS, SABAS, IGDS9-SF, and NMPQ. Therefore, they are useful to assess different types of problematic internet use among university students in Malaysia. Furthermore, a significant association was observed between internet use and psychological distress. The present study is the first to investigate the validity and reliability of BSMAS, SABAS, IGDS9-SF, and NMPQ among Malaysian university students using rigorous psychometric testing methods (i.e., Rasch analysis).