A growing body of research has documented the association between general social network sites use and loneliness, though results have not clarified whether social media increases or decreases loneliness. The relationships between specific social network sites use patterns and loneliness, as well as the mechanisms underlying this association, should be further examined. To address this issue, the current study investigated the mediating roles of social support and self-esteem between active social network sites use and loneliness. A sample of 390 undergraduate students (M age = 19.39, SD = 0.95) anonymously completed the Active Social Network Sites Use Questionnaire, the Rosenberg Self-esteem Scale, the Multidimensional Scale of Perceived Social Support Scale, and the Emotional and Social Loneliness Scale in their classrooms. Latent variables structural equation modeling analysis indicated that: (a) active social network sites use was negatively associated with loneliness; (b) social support and self-esteem could significantly mediate the relationship between active social network sites use and loneliness, which contained two mediating paths: the simple mediating effect of social support and the sequential mediating effects of social support and self-esteem. These results coincide with previous research and extend them by examining the effects of how individuals use social media. Our understanding of how social media use helps to reduce the feeling of loneliness, as well as the intervention programs that aim to reduce loneliness, may benefit from these findings.