Although previous research has investigated the associations among family factors, school factors, peer factors, and problematic Internet use, its causal direction has not been verified, particularly in the Chinese context. Using school-based data, this study aims to explore the possible causal direction among school climate, parent-child closeness, peer relations, and the problematic Internet use of Chinese adolescents. Nine hundred and sixty students in junior and senior high schools participated in a questionnaire survey. The results showed that parent–child closeness, school climate, and peer relations had a significantly direct effect on the problematic Internet use of Chinese adolescents. Meanwhile, the effects of parent-child closeness, school climate, and peer relations on problematic Internet use were mediated by self-esteem and depression. Implications are also discussed to prevent the problematic Internet use of adolescents.