The aim of the present study is to explore, through a mediation model, the relationship among self-esteem, coping strategies, and the risk of Internet addiction in a sample of 300 Italian university students. We submitted the data to a descriptive, mediational comparison between variables (t-test), and correlational statistical analyses. The results confirmed the effect of self-esteem on the risk of Internet addiction. However, we found that the introduction of coping strategies as a mediator gives rise to partial mediation. A low level of self-esteem is a predictor of avoidance-oriented coping that, in turn, affects the risk of Internet addiction.