The growing prevalence of conversational artificial intelligence (CAI), digital agents that talk and respond socially to users, has increased the likelihood of over-dependency on this new technology. Drawing on the interaction of person-affect-cognition-execution model, this study examined how social anxiety, loneliness, and rumination contribute to the problematic use of CAI (PUCAI). The study also investigated the moderating role of mind perception by analyzing how the human-like mental capacity of CAI influences PUCAI. The serial mediation and moderated mediation analyses of data collected from 516 CAI users (214 males and 302 females, Mage = 27.06) revealed that social anxiety was positively associated with PUCAI, and this connection was serially mediated by loneliness and rumination. Moreover, mind perception intensified the positive association between social anxiety and PUCAI, but it buffered the positive association between rumination and PUCAI.