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Background: Excessive use of social media sites and applications was reported to be associated with depressive symptoms. We determined the association between social media use and depressive symptoms among adults in Riyadh and correlated the results with other studies. Methods: A cross-sectional study was performed using a self-administered survey questionnaire distributed to participants aged 13 years old and above. The Patient Health Questionnaire 9 (PHQ-9) was used as a screening tool to measure depression. Positive and negative affective experiences were also assessed. Results: A total of 467 participants with a mean age of 27.0 ± 10.9 years were surveyed; 269 (57.6%) were males, and 198 (42.4%) were females. The mean of the total PHQ-9 score was 8.7 ± 5.8. There were 17 patients (3.6%) with no depression, 103 (22.1%) with minimal depression, 160 (34.3%) with mild depression, 113 (24.2%) with moderate depression, 47 (10.1%) with moderately severe depression, and 27 (5.8%) with severe depression. Females significantly had experienced moderate to severe depression compared to males (P = 0.040, OR = 1.48). One hundred eighty-seven respondents (40.0%) had moderate to severe depression on the three dimensions of social networking sites (SNSs) usage. The PHQ-9 score was positively significantly correlated with all three dimensions of the use of SNSs. The negative affective experiences ranked high among other affective experiences with depression, the highest mean of all the scales (5.8 ± 1.4). The positive affective experiences scored low, with contentment scoring the lowest (3.7 ± 1.9). Conclusion: A high percentage of moderate to severe depression and negative affective experiences, including anger and happiness, exists among individuals who excessively use and spend a lot more time using SNSs. A greater tendency toward depression occurs among females. Although the data from this study are self-reported, there is a need for health practitioners and family physicians to identify early signs of depression that warrants early intervention to address to mitigate and prevent the potentially harmful consequences that might happen in the future.