The fear of missing out (FoMO) is characterized in the literature as a fear that others are having rewarding experiences while one is missing out, and a constant need to keep connected with one’s social network. Driven by Social Determination Theory (SDT) FoMO has been linked with Problematic Social Networking Sites use (PSNSU), negative affectivity (NA), self-esteem (SE) and sleep disturbances. The present study reports findings from 512 individuals (79.1% women, mean age 30.5 years, SD= 8.61). Structural equation modelling (SEM) suggests that the duration of SNSs use and the numbers of SNSs platforms actively used partially mediated the relationship between FoMO and PSNSU. In turns, PSNSU partially mediated the relationship between FoMO and NA. Furthermore, the present study has extended the literature by incorporating the Vulnerability Model in the FoMO concept, identifying that SE partially mediated the relationship between FoMO and NA, while NA fully mediated the relationship between FoMO and sleeping disturbances. Accordingly, the present has extended previous research findings in showing exercise as a potential protective factor to prevent against FoMO. Practical and theoretical implications are discussed.