To investigate the relationships between adolescent mental health and mobile phone dependence (MPD), academic burnout, and coping styles as well as the underlying mechanisms, this study surveyed 1191 adolescents, using the mobile phone dependence indicator scale, adolescent academic burnout questionnaire, simplified coping style questionnaire, and SCI-90 self-report mental symptom inventory. The analysis results by structural equation modeling techniques are that: (i) MPD is a significant negative predictor of adolescent mental health; (ii) Academic burnout partially mediates the relationship between MPD and adolescent mental health; (iii) Negative coping styles moderate the second half of the mediating path; the mediating effect was more significant among adolescents with higher levels of negative coping than those with lower levels of negative coping. The findings of this study offer implications for the protection and promotion of adolescent mental health in the mobile internet era.