The digital era brings various benefits to adolescents. However, operating on the digital environment without sufficient knowledge and skills will expose them to multiple types of risks, especially in the country with low digital safety education rate like Vietnam. The current study examines factors that can contribute to cultivating adolescents’ digital resilience using the information-processing reasoning of the Mindsponge Theory. A UNESCO dataset of 1061 Vietnamese high school students was analyzed using the Bayesian Mindsponge Framework analytics. It is found that adolescents’ daily Internet usage frequency, parents’ Internet safety guidance, and teachers’ safety guidance are positively associated with digital resilience. However, the effects of parents’ and teachers’ Internet safety guidance on digital resilience are conditional on the daily Internet usage frequency. Parents’ guidance only enhances adolescents’ digital resilience if they use the Internet less than four hours per day. In contrast, the positive effect of teachers’ guidance on adolescents’ digital resilience becomes stronger when the students spend more time on the Internet (more than 1 hour). Based on these findings, we suggest that adolescents can learn to minimize risks and protect themselves by exposing more to the digital environment. Parents’ and teachers’ supports are important in enhancing adolescents’ capability to deal with digital threats, but types of supports need to be carefully considered to avoid reverse impacts on adolescents’ resilience.