Objective: Traditional and social media coverage of acute mass violence (AMV; e.g., terrorism, mass shootings) create an environment where the possibility of being the victim of AMV is constantly portrayed and this media exposure has been linked to distress among people not directly affected. We explored how initial emotional reactions to media exposure to AMV, threat perception, and core beliefs may mediate the media exposure to current anxiety or depression symptoms relationship. Method: Adolescents (N = 342) in the United States aged 13–17 years old (M = 15.43, SD = 1.29; 71.6% female) completed online surveys asking about time spent watching AMV coverage in the media, initial emotional reactions to the media coverage, threat perception, core beliefs, and current anxiety and depression symptoms. Mediation was tested with PROCESS (Hayes, 2018) for anxiety and depression. Sex and having lived in a community exposed to an AMV event were control variables. Results: Bootstrap confidence intervals (95%) for the unstandardized indirect effects of core beliefs, initial anxious emotional reactions, and personal threat perception based on 5,000 bootstrap samples did not include zero, providing support for mediation. Core beliefs and initial anxious emotional reactions were mediators between time-consuming AMV-related media and current anxiety symptoms. Personal threat perception and initial anxious emotional reactions mediated the relationship between time-consuming AMV-related media and current depression symptoms. Conclusion: The impact of media exposure to AMV on depression and anxiety can be understood through its influence on initial anxious reactions, core beliefs, and threat perception. (PsycInfo Database Record (c) 2022 APA, all rights reserved)