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The study of social media effects on psychological well-being has reached an impasse: Popular commentators confidently assert that social media are bad for users but research results are mixed and have had little practical impact. In response, one research group has proposed a path forward for the field that moves beyond studying population averages to find effects that are specific to individuals.Here, we outline three objections to that research agenda. On a methodological level, the key empirical results of this programme—proportions of the population of individuals with negative, null, and positive social media effects—are not appropriately estimated and reported. On a theoretical level, these results do little to advance our understanding of social media and its psychological implications. On a paradigmatic level, this “personalized media effects paradigm” (Valkenburg et al., 2021a, p. 74) cannot inform inferences about individuals and therefore does not deliver what it claims.In this work we express our concern that this research approach may be contributing to confusing messaging to both societal stakeholders and scientists investigating how social media and well- being might be related. It is our sincere hope that describing these objections directly will prompt the field to work together in adopting better practices to ultimately develop a better understanding of well-being in the digital age.