The rapid proliferation of digital technologies has transformed the social and emotional landscapes of adolescence. New media platforms provide unprecedented opportunities for connection, self-expression, and learning, yet they also present challenges related to emotional regulation, identity formation, and social adjustment. This thematic review synthesises the existing literature on the influence of new media on adolescents’ Social and Emotional Learning (SEL), focusing on psychological, social, and contextual pathways. Psychological mechanisms, including emotional regulation, self-awareness, empathy, and identity processes, are examined as core mediators of SEL outcomes. Social pathways emphasise the role of peers, parental mediation, and online community norms in shaping adolescents’ development, while contextual pathways highlight the impact of cultural, educational, and societal factors. The review integrates theoretical perspectives, including Social Learning Theory, Ecological Systems Theory, Differential Susceptibility to Media Effects, and Uses and Gratifications Theory, to provide a comprehensive framework for understanding how digital engagement interacts with developmental processes. Implications for research, educational practice, family involvement, and policy are discussed, highlighting strategies to maximise the benefits of new media while mitigating risks. This integrative approach offers a layered understanding of the multi-dimensional effects of digital media on SEL and guides stakeholders seeking to foster adaptive social and emotional competencies in a digitally connected era.