The notion that digital-screen engagement decreases adolescent well-being has become a recurring feature in public, political, and scientific conversation. The current level of psychological evidence, however, is far removed from the certainty voiced by many commentators. There is little clear-cut evidence that screen time decreases adolescent well-being, and most psychological results are based on single-country, exploratory studies that rely on inaccurate but popular self-report measures of digital-screen engagement. In this study, which encompassed three nationally representative large-scale data sets from Ireland, the United States, and the United Kingdom (N = 17,247 after data exclusions) and included time-use-diary measures of digital-screen engagement, we used both exploratory and confirmatory study designs to introduce methodological and analytical improvements to a growing psychological research area. We found little evidence for substantial negative associations between digital-screen engagement—measured throughout the day or particularly before bedtime—and adolescent well-being.