Digital media has gained significant relevance in vocational education and training (VET) in recent years, in educational policy as much as in day-to-day classroom practice. However, little is known about how students’ use of digital media relates to their self-learning competences (SLC). This study examines this relationship among German vocational school students (n = 248) using a quantitative cross-sectional design. SLC was measured with Arnold’s Competence Questionnaire, while digital media use was assessed using the framework of the International Computer and Information Literacy Study. Structural Equation Modeling (SEM) was used to analyze the data. We analyzed four dimensions of digital media use: use for lesson preparation, use of software programs, use for private purposes, and use for other school-related purposes, along with five dimensions of SLC: professional, methodical, personal, emotional, and social. Results indicated school-related digital media use was positively associated with methodical and personal competence. SEM additionally indicated positive associations with emotional and social competence. In contrast, use for private purposes was negatively associated with methodical competence, and no significant relationship emerged between digital media use and professional competence. Overall, the findings suggest that the way digital media are integrated into learning processes is more closely linked to SLC than media use per se. Purposeful, learning-oriented use was related to several competence dimensions, whereas unspecific use showed no such associations. The findings have implications for teaching practice, teacher education, and future research.