Many people engage with a diverse array of social media platforms, raising concerns that this diversity of platforms may be linked to negative affect, hypothesized to arise from multitasking or identify diffusion. Using a large representative sample (N= 1,372) of US adults from the authoritative General Social Survey, we examine associations between social media diversity and well-being and propose a self-selection explanation for these associations. Even without accounting for selection bias, we find few and only small associations. Importantly, after using a rigorous propensity-score weighting technique to adjust for selection bias, these associations disappear. Further, we also document few negative associations between the use of specific social media platforms and well-being. Our findings suggest that (i) diverse social media use is not a major risk factor to adult well-being; (ii) negative correlations reported in the literature may be spurious; (iii) technology use research needs to take self-selection biases seriously.