Previous research on youths’ online risky experiences has mostly utilized quantitative designs. However, some of this research does not account for youths’ views and perceptions. This qualitative study fills this gap by describing online problematic situations from the perspectives of European youths, focuses on classifying online problematic situations based on youths’ perspectives and interrelates these with their developmental contexts. As a theoretical framework, the co-construction model was adopted, which proposes that youths’ online and offline worlds are interconnected. Interviews and focus groups were conducted with youths between the ages of 9 and 16 from Belgium, the Czech Republic, Greece, Malta, Italy, Portugal, Romania, Spain, and the United Kingdom. Youths’ responses reflected the complexity of the various problematic situations online they encountered or indirectly experienced, and how such experiences were interconnected with the developmental contexts of peer relationships, parent-child relationships, romantic relationships, school, sexuality, identity, health, and morality. We recommend the development of complex educational programs focused on youths about problematic situations online, which discuss the possible situations they may encounter and how to deal with them.