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Background: Online challenges, phenomena that are very familiar to adolescents and young adults who spend large portions of time on social media, range from minimally harmful behaviors intended to support philanthropic endeavors to significantly harmful behaviors that may culminate in injury or death. Objective: This study investigated the beliefs that lead adolescents and young adults to participate in these activities by analyzing the Amyotrophic Lateral Sclerosis (ALS) Ice Bucket Challenge (IBC) to represent the former and the Cinnamon Challenge (CC), the latter. Methods: We conducted a retrospective quantitative study with a total of 471 participants between the ages of 13 and 35 who either had participated in the ALS IBC or the CC or had never participated in any online challenge. We used binomial logistic regression models to classify those who participated in ALS IBC or CC versus those who didn’t with the beliefs from the Integrated Behavioral Model (IBM) as predictors. Results: Our findings showed that both CC and ALS IBC participants had significantly greater positive emotional responses, value for the outcomes of the challenge, and expectation of the public to participate in the challenge in comparison to individuals who never participated in any challenge. In addition, only CC participants perceived positive public opinion about the challenge and perceived the challenge to be easy with no harmful consequences, in comparison to individuals who never participated in any challenge. Conclusions: The constructs that contribute to the spread of online challenge vary based on the level of self-harm involved in it and its purpose. We recommend that intervention efforts be tailored to address the beliefs associated with different types of online challenges.