Preliminary studies have shown that trait emotional intelligence (trait EI) can be a risk factor for higher problematic use of specific online activities. However, the possible mediating role of mindfulness and rumination on the relationship of trait EI with problematic social media use (PSMU) and problematic online gaming (POG) is unclear. Among a sample of 470 adolescents, the present study examined the direct and indirect associations of trait EI with PSMU and POG and the potential mediational role of mindfulness, rumination, and depression while controlling for gender and age. Multiple mediation analyses indicated that trait EI was indirectly associated with PSMU via mindfulness, rumination, and depression, and with POG via mindfulness and rumination. Furthermore, rumination affected PSMU positively. The study provides empirical evidence of the theoretical assumption that different types of specific problematic online behaviors are related to both shared and specific risk factors.