Rising global rates of pathological Internet use (PIU) and related psychological impairments have gained considerable attention in recent years. In an effort to acquire evidence-based knowledge of this relationship, the main objective of this study was to investigate the association between PIU, psychopathology and self-destructive behaviours among school-based adolescents in eleven European countries. This cross-sectional study was implemented within the framework of the European Union project: Saving and Empowering Young Lives in Europe. A representative sample of 11,356 school-based adolescents (M/F: 4,856/6,500; mean age: 14.9) was included in the analyses. PIU was assessed using the Young’s Diagnostic Questionnaire. Psychopathology was measured using the Beck Depression Inventory-II, Zung Self-Rating Anxiety Scale and Strengths and Difficulties Questionnaire. Self-destructive behaviours were evaluated by the Deliberate Self-Harm Inventory and Paykel Suicide Scale. Results showed that suicidal behaviours (suicidal ideation and suicide attempts), depression, anxiety, conduct problems and hyperactivity/inattention were significant and independent predictors of PIU. The correlation between PIU, conduct problems and hyperactivity/inattention was stronger among females, while the link between PIU and symptoms of depression, anxiety and peer relationship problems was stronger among males. The association between PIU, psychopathology and self-destructive behaviours was stronger in countries with a higher prevalence of PIU and suicide rates. These findings ascertain that psychopathology and suicidal behaviours are strongly related to PIU. This association is significantly influenced by gender and country suggesting socio-cultural influences. At the clinical and public health levels, targeting PIU among adolescents in the early stages could potentially lead to improvements of psychological well-being and a reduction of suicidal behaviours.