During prolonged social isolation, media exposure is often intensified increases as individuals turn to the Internet, social media, television, and newspapers for information, communication, entertainment, and more. This exploratory study explores the correlations among media use, anxiety, and wellbeing in China during the COVID-19 pandemic. A survey questionnaire was designed to measure the following five constructs: media dependency, media attention, anxiety, wellbeing, and collectivism. A total of 722 respondents in China participated in the survey from November 2020 to December 2020. Structural equation modeling (SEM) was used to analyze the data. Our findings indicate that respondents who report collectivist norms tend to experience higher levels of wellbeing (and lower levels of anxiety), regardless of their scores for media use, media attention, or media dependency. Conversely, those respondents who record low collectivism tend to have higher levels of anxiety (and lower wellbeing), even if they report lower media use, attention and dependency during the pandemic. Study results also found that anxiety mediates the relationship between media use and wellbeing. Our introduction of collectivism as a possible moderating variable represents a significant contribution to current academic debates and suggests the inclusion of cultural factors for future studies on media use and anxiety/wellbeing during public health crises.