People regard cognitive effort as costly and try to conserve such effort whenever possible. This study aimed to examine the relationship between frequent media use and perceived cost for cognitive effort. A sample of 266 participants (mean age = 25.66, 187 females) completed questionnaires of media use, cognitive thinking style, and psychological distress. They also completed a cognitive task and estimated their cognitive effort spent on the task. The results showed that heavier media multitasking was associated with a higher perceived cost of cognitive effort during the task. No such relationship was observed for frequent use of social media, video gaming, or TV/Movies/YouTube. The findings suggest that the way media is engaged in, but not media consumption itself, is a key factor in cognitive effort avoidance. The results further our knowledge of the mechanisms involved in and driving media multitasking.