Fear of missing out (FoMO) regarding activities within one’s social circle is a potential downside of the advent of social media and more rapid forms of communication. To examine potential generational or individual implications of FoMO, this study considered age cohort differences and self-perception correlates of FoMO. Participants were 419 individuals from throughout the U.S. who were members of 14- to 17-year-old, 24- to 27-year-old, 34- to 37-year-old, or 44- to 47-year-old cohorts. There were no cohort differences in overall FoMO, FoMO regarding close friends, or FoMO regarding family members. Across age cohorts, low self-esteem and loneliness were each associated with high levels of FoMO, particularly for individuals who were also engaged in relatively greater social media activity. Thus, the present findings indicate that FoMO concerning others’ activities may be particularly problematic for some individuals who are highly engaged with social media.