Chinese and Canadian people answered surveys in their native languages about their self-construal, media use history, and dreaming experiences. This included reporting a recent dream. The nightmare protection thesis was investigated. Sex was found to be modulated by culture in terms of the relationship between types of media used and negative dream content. This was particularly evident for men in Greater China versus Canada along the self-construal dimension of interdependence. As both cultures reported no difference in independent self-construal, it was argued that it is the role of interdependence that accounts for male differences between cultures. In addition, each media type highlighted a different cultural value. Specifically, gaming seemed more consistent with independence, whereas social media was consistent with interdependence. When dreams were considered, source data were important. Specifically, when respondents answered in terms of their impressions of their dream history, high social media users reported more bad dreams across sex and country. However, for the video game groups, a 3-way interaction emerged where country, sex, and gaming evidenced different patterns of bad dream scores. The other self-report dream measure was emotions felt during a recent dream, with general negative and positive emotions showing group differences. Finally, the judges’ coding of negative elements of dreams, threat and aggression, was most sensitive to social media effects. Across all the threat simulation interactions where country was an independent variable, the male sex in each country was most likely to show opposite results from the female sex.