Adolescents are particularly susceptible to development of Fear of Missing Out (FoMO) by using social media. Closely connected to social media addiction, this phenomenon is not exclusively dependent on individual characteristics but is also affected by the family environment. Family structure, parental relationship quality, and parenting style are factors influencing adolescents’ media use, and therefore likely contribute to the development of FoMO. Despite an increasing focus on the relationship between family characteristics and children’s online behavior, not much research has been conducted that relates the family to FoMO. Therefore, this study serves as an exploration. Using online survey data from Flemish and Brussels adolescents aged 13 to 18 years old ( N = 831), we developed a structural equation model. As expected, social media use is positively associated with FoMO. Moreover, family structure and parenting style play an important role in the development of FoMO: being part of a non-intact family, fathers’ parenting style, and perceived high-quality relationships with parents are protective factors for FoMO, while perceived high-quality relationships between parents is a risk factor for FoMO. These results demonstrate that an adolescent’s family context is associated with their experiences of FoMO, and also indicate that more insight in this issue is required.