More and more researchers are interested in problematic mobile phone use and its detrimental impacts on adolescents’ adjustment. Most studies explore the influence of individual factors on problematic mobile phone use, such as gender, age and self-esteem. However, environmental factors are gaining increasingly attention in this field. For adolescents, peer attachment is becoming more and more important. In this study, we explored the effect of peer attachment on problematic mobile phone use and examined whether loneliness plays a mediation role on it. As people perceive themselves by different ways, the need of interpersonal relationship varies among each individual. Interdependent self-construal individuals know themselves from relationships, so they tend to care more about building up intimate relationships with others. Thus, they may maintain relationship with others by mobile phone when they feel lonely. But the independent self-construal individuals are totally different. In view of this, the present study also aimed to explore whether self-construal play a moderating role in the mediation of loneliness between peer attachment and problematic mobile phone use. In the current study, self-reported data were collected from 624 adolescents. Peer attachment was measured by the peer attachment subscale extracted from the Inventory of Parent and Peer Attachment (IPPA). Problematic mobile phone use was assessed by the short version of Mobile Phone Use Scale. Loneliness was measured by Illinois Loneliness Questionnaire developed by Asher. The Self-Construal Scale was used to assess self-construal. All the measures attained good reliability and validity. All the data was transferred to computer and analyzed by SPSS 19.0 and M-plus 7.0. Multiple regression analysis showed that: (1) after controlling gender and age, peer attachment had a significant negative effect on adolescent problematic mobile phone use. (2) Loneliness was a fully mediator between peer attachment and problematic mobile phone use. (3) Self-construal moderated the relationship between loneliness and problematic mobile phone use. Results revealed that when adolescents feel lonely, interdependent self-construal people tent to use mobile phone much more to seek for “compensation” than adolescents with independent self-construal. These findings contribute to deepen our understanding of how and when peer attachment influences adolescents’ problematic mobile phone use. On the one hand, the result that peer attachment had a significant effect on problematic mobile phone use through loneliness indicated that teachers could carry out more activities to improve intimacy among adolescents. That would be helpful to ease their loneliness and reduce the time they spend on mobile phones seeking for “compensation”. On the other hand, more attention should be paid to interdependent self-construal adolescents. Some measures could be taken to guide them being aware of their independence and uniqueness.