Compared to traditional psychosocial interventions, the transdiagnostic approach focuses on common processes or factors that contribute to the development and maintenance of emotional problems. In Spain, the Super Skills Program has proven its effectiveness, but issues with displacement or scheduling for families can hinder access to the intervention. This study aims to examine the program’s effectiveness in preventing children’s psychosocial problems through learning socio-emotional skills when self-administered via the Internet. Participants were 283 Spanish children between the ages of 8 and 12. The children and their parents completed anxiety and depression scales before and after receiving the intervention and 12 months later. The program consisted of 8 self-applied sessions, at a rate of two per week, which included emotional education, cognitive restructuring, self-regulation techniques, training in social skills, problem-solving, and video feedback with cognitive preparation. Significant differences in anxiety and depression symptoms were found after the intervention. A significant reduction in anxiety scores and a marginally significant decrease in depression scores was observed at the long-term follow-up. The “intention to treat” analysis revealed a tendency for children who improved to drop out of the program, completing the intervention children with more symptomathology. Learning socio-emotional skills through a self-applied intervention via the Internet effectively reduced emotional symptoms in school children and is a valuable resource to improve child well-being and prevent future psychological problems.